I want to research the Katyn massacre; I've reviewed the Memo from Beria to Stalin, proposing execution of Polish officers. Are other documents (e.g. protocols of NKVD, logistics) available? Why are documents relating to this event so difficult to find?
The documents were published by Federal Archive Agency (I hope this name translates so, in Russian it is Федеральное архивное агентство) of Russian Federation in April 2010 on personal order by Russian President, D. Medvedev.
They are available (in Russian) on this site: http://rusarchives.ru/publication/katyn/spisok.shtml
The documents were presented by B. Yeltsin to L. Wałęsa in 1992, however until 2010 considered as secret in Russia (source in Polish).
Also American documents are available on the NARA website. Some of them are CIA records. As far as I know they were published in September 2012.
On the website o Poland's Institute of National Remembrance (IPN) you can find (in Polish) editions that are called "Zeszyty Katyńskie" (Katyń Books). You can reach them directly from Polish Wikipedia (pdfs).
You might also want to check "Further reading" section of English Wikipedia.
Most likely because it was carried out by the USSR in Soviet-controlled eastern Europe while Hitler was busy distracting everyone else by trying to take over the rest of Europe.
The USSR certainly had nothing to benefit by publicising the matter. The Poles were under subjigation, and thus would not have been allowed to. For the West, angering Stalin while they were in a death struggle with Germany would hardly have been productive for them either. The meer mention of such a thing to the Red Cross apparently caused Stalin to sever all ties with it.
Any investigation into the matter would have to be carried out with the permission of the USSR (the culprits). For that reason, no investigation was in fact carried out until 1991, while the USSR was in the act of falling. All evidence in the intervening 50 years had been effectively in the hands of the perpetrators. So one shouldn't be suprised that little of it was left.