The Fogg Museum at Harvard University has an interesting online exhibition, "Under Cover : Artists' Sketchbooks". On their website, they note that "Artists have used sketchbooks for centuries, entrusting travel sketches, figure studies, compositional ideas, and notes of every kind to their pages. Designed to be easily portable, sketchbooks are often kept in a pocket, and offer an unusually personal glimpse of the artist at work."
The Fogg Museum has a collection of 150 sketchbooks, and the online exhibition features 10 of them, including sketchbooks owned by John Singer Sargent, Jacques-Louis Divid, and Edward Burne-Jones.
You can see the online exhibition here: