These resources focus on musical life in 18th and 19th century Britain, but several are relevant to other historical periods as well.
Book series devoted to British music:
Music in Nineteenth-Century Britain (Ashgate/Routledge)
Music in Britain, 1600-2000 (Boydell & Brewer)
Particularly useful individual volumes include:
Cowgill, Rachel, and Peter Holman, eds. Music in the British Provinces, 1690-1914. Aldershot: Ashgate, 2007.
Drummond, Pippa. The Provincial Music Festival in England, 1784-1914. Aldershot: Ashgate, 2011.
McVeigh, Simon. Concert Life in London from Mozart to Haydn. Cambridge: Cambridge University Press, 1993.
Wyn Jones, David, ed. Music in Eighteenth-Century Britain. London: Routledge, 2016.
Music Festival Database (particularly useful as a companion to Drummond, The Provincial Music Festival, as it is not only fully searchable but also provides information about London festivals as well as those in the provinces)
Country Dance and Song Society Online Library (oriented toward colonial American sources, but includes material on British dances and dance publications - including Robert Keller's compendium The Dancing Master with dances from 17th- and 18th-century England)