What is historically known about the training methods of Old Masters? (1880s-1930s)

I was just wondering about this because it always astonishes me how even the less strong masters of the old time are still extremely strong. And obviously the big legends of that era would still be formidable today...  of course they would probably struggle against FM, IMs+ of today just because the game has evolved so much.. but they are still better than most people who play chess today!

So how did they train? How did they work on their game? Obviously there was alot of Masters studying other masters works and writings, but how did people become good enough to be competitive back then? It's hard for me to imagine... What is known?

A good book to read is Paul Morphy the Evolution of Chess Theory.