Yale Avalon Project—Cold War Documents: A collection of documents organized in categories of events and then in chronological order so you can piece together what unfolds.
Documents Related to the Cold War: A well-organized list hosted by Mt. Holyoke Collegeof links and documents relating to the Cold War, organized by year of event.
Cold War International History Project at the Wilson Center: A large archive of documents with an international focus.
National Security Archive: Collection of secret government documents, received via the Freedom of Information Act.
American Presidency Project: A collection of the public papers of American presidents.