Here is a list of definite, probable and possible sources for Henry VIII:
The Chronicles of England, Scotland and Ireland by Raphael Holinshed
Actes and Monuments of Martyrs by John Foxe
When You See Me, You Know Me by Samuel Rowley
For further information, see: Bullough, Geoffrey. Narrative and Dramatic Sources of Shakespeare, Volume IV: Later English History Plays. London: Routledge and Kegan Paul, 1975.
