Copyright records. The US Copyright Office keeps an online catalog of all materials registered for copyright since 1978, including, of course, lots of musical compositions. Don't be fooled by the 1978 date -- registrations cover much older materials, and involve people from the 19th and 20th centuries. Use the Set Search Limits feature if you want to search only on Music. Otherwise, your search will be for copyright-holders of any sort of materials.
Shake the family tree, and a fiddler may fall out.
ASCAP -- The American Society of Composers, Authors and Publishers. This is a very large database of songs licensed by ASCAP. Try several searches for Writers, then Performers, and finally, for Publishers, to cover all your bases. Try a test search on Jolson to see results for Al Jolson.
BMI. Another music licensing organization with more than 400,000 artists represented. Search the Repertoire for musicians in your family tree.
HFA -- Harry Fox Agency. Yet another large licensing database for musicians.
SESAC -- License search, mostly for songwriters and publishers.
WorldCat. The online catalog of more than a billion holdings from libraries around the world can be searched for specific types of items, such as Sound Recordings, or Musical Scores. Use the Format option to select the type of items you want to search for.
Collectively, these data sources include many millions of names from around the world, spanning centuries of musical creativity. Your family might be in there, and searching is pretty easy, so why not take a look.
Visit the main page of Free Genealogy Tools for more, umm, free genealogical tools.
And don't forget to also check for your family history at Ancestry.com and NewspaperArchive.com. These are subscription databases, but they are among the most powerful research tools available for looking into family roots.