The following links were sought out by myself when I was helping two Social Studies teachers work on research with their ninth graders.
The Sacco and Vanzetti Trial
Features: chronology, maps, courtroom statements, biographies, trial transcripts, etc.
The Immigration Act of 1924
Description of the 1924 Act which completely excluded immigrants from Asia
Description of the events which led to the massive roundup of suspected radicals
Merchandising and Advertising
From the Library of Congress, provides primary sources on advertising as well as automobiles and radio
Official site of the popular heavyweight boxing champion
Early Baseball Pictures
Photographs from the Library of Congress of major and non-major teams and players
Features: timeline, maps, map of the famous trans-Atlantic flight
Features: Flappers, hats, wedding dresses, Hollywood and royal fashion icons, etc.
All of these links are active as of 11/18/2010. Maybe some of them will be useful to you!