Many universities offer some funding for graduate study, but external scholarships and fellowships should also play a role in your considerations. They tend to have deadlines that will fall very early in your final year of undergraduate study, or even in your junior year (cf. below). Some of the best-known sources of independent funding for graduate school in the humanities in the US include:

The University of North Carolina at Chapel Hill maintains an extensive scholarship website. Princeton University's lists of graduate fellowships, fellowships for study abroad, and fellowships for underrepresented groups are also very useful.

There are, of course, many other potential sources of funding, including smaller or partial scholarships and fellowships funded by e.g. benevolent, ethnic, and business organizations, and these are well worth the effort required to research them, since they can add up quickly. Some time on the internet will help you discover some of these, as will paging through the scholarship directories in university and Foundation Center libraries (cf. above). Be prepared to commit significant time and energy to this endeavor, but also be comforted that it really does often pay off.