The Oxford English Dictionary is the foremost historical reference on the English language. It includes over 33,000 quotations from Shakespeare within its definitions.
The Historical Thesaurus charts the development of English over 1000 years. With it you can discover synonyms for individual words in the OED (and then trace their development over time), and chart the linguistic progress of a chosen object, concept or emotion, with links to the OED definition of each new word.
Tufts' University's Perseus Project provides access to Shakespeare glossaries and grammars, in addition to complete texts of Shakespeare's Works.
Alexander Dyce, A General Glossary to Shakespeare's Works
C. T. Onions, A Shakespeare Glossary
Alexander Schmidt, Shakespeare Lexicon and Quotation Dictionary
E. A. Abbott, A Shakespearean Grammar (English)
A pronouncing dictionary of Shakespearean proper namesShakespeare lexicon; a complete dictionary of all the English words, phrases and constructions in the works of the poetShakespeare’s bawdy : a literary & psychological essay and a comprehensive glossary