This site has an excellent database of monumental inscriptions from Thornbury Cemetery and St Mary's Church, complete with photographs, and has recently added the monumental inscriptions from the United Reformed Church as well as details of births, marriages and burials from the URC registers up to about 1900.
There's a searchable database of Thornbury Trade directories, with 24 directories included, covering the period 1790 to 1939. There are also various Voter Lists, Coroners Lists, Street Directories and a gallery of old Thornbury adverts from local businesses.
There are in-depth histories of the houses in many of the older streets of Thornbury and of the families who lived in them with an extensive collection of photographs.
@mythornbury