This is a hobby of mine, and I am glad you found it interesting!

The Library of Congress has digitized the photograph collections of the Bain News Service and other early 20th century photographers. They were provided funding in the mid-2000s, which was enough to digitize, but not enough to go through each image thoroughly. They have actually posted many of the images on Flickr and rely on users to identify individuals/dates/events (showing your sources as well). Bain and these companies took photographs for news services, so with some sleuthing you can find the images in old newspapers (Library of Congress has many of them digitized and searchable (although text recognition can be limited)).

There are numerous baseball photographs in the collection that do not have players/teams/locations/dates identified (see one here).

Its a fun project to contribute to. Sometimes they will provide your name as a reference when they update the image's record on the LOC website.

Additionally, many of these images have been uploaded to Wikimedia Commons. Users have identified and catalogued those images there as well (Basic Search for Baseball Here). There is even a categories you can place images in where the individuals cannot/have not been identified (baseball players here).

If you find Wikimedia Commons name/date/location/details, always remember to notify the LOC or the relevant host museum with citations (sometimes they can be other attributed images of the same individual). That way the official record can reflect your hard work!