No article yet exists on this topic. Below are primary source references to the Fourth of July compiled by Monticello researchers.
Primary Source References
1786 July 9. (James Currie to Jefferson). "We Celebrated Independence here [Richmond] tother day by eating an Excellent dinner at Anderson's Tavern and drinking a number of proper toasts. We had the Band of Music, the Discharge of Cannon, colors flying, etc., etc., manifesting our joy."
1788 July 17. (Francis Hopkinson to Jefferson). "Nothing can equal the Rejoicings in the Cities, Towns and Villages thro'out the States on the late fourth of July in Celebration of the Declaration of Independence and the Birth of the new Constitution. The papers are fill'd with Accounts of Processions, Toasts &c. As a Specimen, I enclose the Exertions of Philadelphia on this Occasion."
1788 August 30. (Cutting to Jefferson). A description of the Albany riot of 4 July 1788, "while a large number of the federalists of Albany were testifying their joy at the return of an anniversary whereon they could at once celebrate the birthday of the empire and the event of the recent ratification of Virginia....The magnificent procession of five thousand citizens of Philadelphia on the 4th of July in honor of the day--of a new Era--and of the ten states which had already contributed to establish it was a spectacle so singularly splendid that I am not surprized to see it copied even into english newspapers. Mr. Paine promises to hand you Mr. Hopkinsons pictured description of it."
1788 September 9. (Thomas Paine to Jefferson). "I enclose you a Philadelphia Paper 10 of July having the account of the Procession of the 4th of that month. An Arrival from Philadelphia which left it the 26th."
1788 September 22. (Thomas Shippen to Jefferson). "He [Shippen's father] speaks to me of the immense preparations they were making for the celebration of the 4th of July in Philada. and tells me that the expense of them was computed at £1500, a circumstance which gives me a mixed sensation of pleasure and pain, pain to think of the extravagance of the times which would call for such an expenditure, pleasure to know that my fellow citizens were ab[le] to afford it. However the former preponderat [es]."
1788 December 16. (Thomas Paine to Jefferson). "I also wrote you a long letter of (I believe) 14 or 16 pages, enclosing a Philadelphia News paper with the account of the Procession on the 4th. of July. I requested Mr. Bartholemy to enclose it in his dispatches which he promised me to do. This is about ten weeks ago." 
1789 July 5. (Jefferson to John Paradise). "I concur with my friends in congratulations on the anniversary return of the independence and happiness of our country. May these be as many as I believe they will!"
1791 July 12. (James Maury to Jefferson). "The 4th Instant being observed by most of our Countrymen in this port [Liverpool] as an Holiday, the Crewes of many of their Vessels collected together and getting too much Drink behaved in a most disorderly and disrespectful Manner to the people of the Country, which had well nigh been attended with very serious Consequences. Happily it terminated otherwise. It will however be a Caution on future occasions."
c1801 March. (Margaret Bayard Smith, quoting Thomas Jefferson). "The only birthday I ever commemorate is that of our Independence, the Fourth of July."
1801-1808 July 4. (Margaret Bayard Smith). "During his administration it was in truth a gala-day in our city."
1803 August 30. (Jefferson to Levi Lincoln.) "Disapproving myself of transferring the honors and veneration for the great birthday of our republic to any individual, or of dividing them with individuals, I have declined letting my own birthday be known, and have engaged my family not to communicate it."
1806 July 1. (Jefferson to Thomas Digges). "He [Jefferson] will be happy to see Mr. Digges and his friends on the fourth of July, and to join in congratulations on the return of the day which divorced us from the follies and crimes of Europe, from a dollar in the pound at least of six hundred millions sterling, and from all the ruin of Mr. Pitt's administration."
1808 July 1. (Ellen Wayles Randolph to Jefferson). "There is to be a great Barbecue on the 4th of July in Charlottesville to which Sister Ann is going."
1808 July 5. (Jefferson to Ellen Wayles Randolph). "I thank heaven that the 4th. of July is over. It is always a day of great fatigue to me, and of some embarrassments from improper intrusions and some from unintended exclusions."
1809 July 4. (Margaret Bayard Smith). "The fourth of July, the epoch of American independence, is a day when the heart of every American must glow with pride and gratitude. No village, however sequestered, no citizen, however obscure, forgets the celebration of the anniversary of his country's liberty! Through all the land, from the shores of the Atlantic to our mountain-tops, the sounds of gratulation are heard; the roar of cannon, and the peal of bells, announce the auspicious morn, and people of every rank hasten with their festive offerings round the altar of liberty."
1820 July 4. (Elizabeth House Trist|Eliza Trist]] to Nicholas P. Trist). "This being the anniversary of our independence I presume you will Celebrate the day at West Point. Mr. Jefferson had an invitation to a barbecue near Charlottesville which he declined as he had long given up attending these festivals."
1821 September 12. (Jefferson to John Adams). "And even should the cloud of barbarism and despotism again obscure the science and liberties of Europe, this country remains to preserve and restore light and liberty to them. In short, the flames kindled on the 4th. of July 1776, have spread over too much of the globe to be extinguished by the feeble engines of despotism. On the contrary they will consume those engines, and all who work them."
1823 June 25. (Jefferson to Messrs. Pannil, McRae and Pollard). "The continued repetition of these commemorations thro' ages to come, and the faithful preservation, pure and unchanged, of the spirit of that great day which gave them birth, will be themes of unceasing prayer with me."
1823 August 30. (Jefferson to James Madison). "But to cherish the principles of the instrument [Declaration] in the bosoms of our own citizens: and it is a heavenly comfort to see that these principles are yet so strongly felt, as to render a circumstance so trifling as this little lapse of memory of Mr. Adams, worthy of being solemnly announced and supported at an anniversary assemblage of the nation on its birthday. In opposition, however, to Mr. Pickering, I pray God that these principles may be eternal."
1823 September 4. (Jefferson to John Adams). "I observe your toast of Mr. Jay on the 4th of July, wherein you say that the omission of his signature to the Declaration of Independence was by accident. Our impressions as to this fact being different, I shall be glad to have mine corrected, if wrong."
1825 November 14. (Jefferson to Ellen Randolph Coolidge). "I received a letter from a friend in Philadelphia lately, asking information of the house, and room of the house there, in which the Declaration of Independence was written, with a view to future celebrations of the 4th of July in it....Now I happen still to possess the writing-box on which it was written....Mr Coolidge must do me the favor of accepting this. Its imaginary value will increase with the years, and if he lives to my age, or another half century, he may see it carried in the procession of our nation's birthday, as the relics of the saints are in those of the church."
1826 June 24. (Jefferson to Roger Weightman). "The kind invitation I receive from you, on the part of the citizens of the city of Washington, to be present with them at their celebration on the fiftieth anniversary of American Independence, as one of the surviving signers of an instrument pregnant with our own, and the fate of the world, is the most flattering to myself, and heightened by the honorable accompaniment proposed for the comfort of such a journey. It adds sensibly to the sufferings of sickness, to be deprived by it of a personal participation in the rejoicings of that day....I should, indeed, with peculiar delight, have met and exchanged there congratulations personally with the small band, the remnant of that host of worthies, who joined with us on that day, in the bold and doubtful election we were to make for our country, between submission or the sword; and to have enjoyed with them the consolatory fact, that our fellow citizens, after half a century of experience and prosperity, continue to approve the choice we made....For ourselves, let the annual return of this day forever refresh our recollections of these rights, and an undiminished devotion to them."
1826 July 3. (Nicholas P. Trist's recollection of Jefferson's last words). "This is the Fourth?"