The website for CNN's documentary miniseries The Cold War contains transcripts of the program and a wealth of additional materials. One of America's leading Cold War historians, Yale professor John Lewis Gaddis, consulted on the program.
The Cold War Museum is a touring exhibit about the Cold War, dedicated to honoring Cold War veterans. One of the museum's founders is Francis Gary Powers, Jr., son of the pilot Francis Gary Powers who was shot down in his U2 spy plane over Russia in 1960.
The John F. Kennedy Presidential Library contains collections of presidential papers with documents, photographs, and speeches online.
The Lyndon B. Johnson Presidential Library contains collections of presidential papers with documents, photographs, and speeches online.
The National Security Archive uses the federal Freedom of Information Act to obtain secret government documents from the Cold War era. Great collection of articles and documents related to national security.
PBS's American Experience has produced a nice companion website for its episode on "The Race to the Superbomb"—features lots of charts and maps as well as a virtual tour of a government bomb shelter. Also has video clips of atomic blasts.