Not familiar with them? Credo Reference's topic page on the Musical defines it as a "form of dramatic musical performance, combining elements of song, dance, and the spoken word, often characterized by lavish staging and large casts. It developed from the operettas and musical comedies of the 19th century."
The library recently added a 2-volume set of books, American Musicals: 1927-1949 & 1950-1969.
The books contain the complete scripts and lyrics of a total of 16 classic broadway musicals, including Oklahoma!, Kiss Me, Kate, My Fair Lady, and Fiddler on the Roof.
Take a look at these search results in OneSearch for films and music from musicals. You can also start a new search and look for a particular title.
Or, for more music recordings, try the library's Naxos Music Library database and search for the keyword musicals.