I've done a lot of research on Vaudeville after learning of a GGG-aunt/uncle song & dance team who did quite well and performed on Broadway. Unfortunately, there's still not a lot online yet. Only headline performers got recognition in newsprint, but still many more were adored and well-known by word-of-mouth, and via marques and local Variety/Billboard pamphleteers. Performers and loved ones almost always saved these in scrapbook albums (as was the trend), so seeking out elderly relatives is a must. I have personally encountered these precious items nearly auctioned off when homes were sold after a death... my relatives completely oblivious to selling off our family history! So, a few suggestions I hope will help...

The first place to start is to contact anyone in your family who is up in age. Even if their memories are waning they can easily recall events decades ago. Even if you barely know them, odds are they'll be thrilled to get a visit and regale entertaining yarns of yore. Oh, the family treasures I discovered in old shoe boxes just for visiting them! Second, check microfilms of newspapers in the entertainment section at libraries from his own home town. If he was making a name for himself, odds are good the local news may have write ups and interviews. These provide critical information like knowing what circuit he traveled with. If he performed in the prestigious Orpheum or Keith-Albee circuits, you'll have luck tracking his career. Last, The University of Arizona and Iowa both retain historical databases and memorabilia on Vaudeville, and calling or writing may lend some insight or point you in the right direction.
It is a time consuming process, but entertaining if you enjoy sifting through old newspapers. I hope my suggestions are helpful.