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
http://www.law.umkc.edu/faculty/projects/ftrials/SaccoV/SaccoV.htm
Features: chronology, maps, courtroom statements, biographies, trial transcripts, etc.
The Immigration Act of 1924
http://history.state.gov/milestones/1921-1936/ImmigrationAct
Description of the 1924 Act which completely excluded immigrants from Asia
Palmer Raids
http://www.fbi.gov/page2/dec07/palmerraids122807.html
Description of the events which led to the massive roundup of suspected radicals
Merchandising and Advertising
http://memory.loc.gov/ammem/coolhtml/ccpres04.html
From the Library of Congress, provides primary sources on advertising as well as automobiles and radio
Jack Dempsey
http://www.cmgww.com/sports/dempsey/index.php
Official site of the popular heavyweight boxing champion
Early Baseball Pictures
http://memory.loc.gov/ammem/collections/robinson/jrgmabout.html
Photographs from the Library of Congress of major and non-major teams and players
Charles Lindbergh
http://www.pbs.org/wgbh/amex/lindbergh/
Features: timeline, maps, map of the famous trans-Atlantic flight
Fashion History
http://www.fashion-era.com/1920s/index.htm
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!