The Victoria County History of Lancashire
Completed in eight volumes 1906-14 under the inspirational leadership of William Farrer. Farrer seems to have agreed to abandon a scheme of his own for a Lancashire history in order to work with the VCH, and eight volumes were produced 1906-14.
Lancashire North of the Sands - the Furness and Cartmel areas - were covered in VCH Lancashire, Volume VIII (1910). This area is also included in the current VCH Cumbria project.
Seven of the eight volumes are on British History Online. For full access to all volumes, check your local library catalogue or your local archive.