Marquette University's Gene Smiley provides an excellent, in-depth overview of the American economy during the Roaring Twenties at Economic History Services' EH.net.
PBS's American Experience built an engaging, document-rich website on Marcus Garvey and the United Negro Improvement Association to accompany an episode of the popular documentary television program focusing on the black nationalist leader.
As part of its Freedom of Information Act Electronic Reading Room, the FBI has made made Al Capone's entire FBI file available for download. Not for the faint of heart—it's nearly 2,400 pages long, and not very well indexed—but the file provides a fascinating primary-source window into America's most notorious gangster—and the federal agents charged with bringing him to justice.
The website Silent Era, a haven for silent film enthusiasts, offers an intriguing Top-100 list of the silent era. Number one? Buster Keaton's The General, a nationwide hit in 1926—just one year before Al Jolson's "talkie," The Jazz Singer, heralded the end of the silent era.
The New York Times offers a retrospective of its own coverage of the Great Crash of 1929, allowing readers to view the front page and read the key articles chronicling the end of the Roaring Twenties. Newspaper readers on "Black Tuesday," 29 October 1929, were confronted with the headline: "Stock Prices Slump $14,000,000,000 in Nation-Wide Stampede to Unload." The Great Depression was just around the corner.