Shakespeare has an entire field of study devoted to him. Try keyword searches in the Shakespearean journals below.
When you can access the journals electronically, simply do a search for the title of your work, character, or a one-word theme search (i.e., love, death, marriage.)
If the journal is available only in print, use MLA International Bibliography to search its contents. Simply enter the name of the journal in the SO field and then enter your search term in one of the other search boxes.