.....This is a link to the 'Cold War International History Project.' This is an American site that contains a vast amount of primary source material concerning the events of the Cold War. The site contains old and new sources from all 'sides'. This site is an invaluable resource for all those interested in the Cold War, whether it is amateur or professional study.
Another similar site is the 'Harvard Project on Cold War Studies'. Again, another very useful site that contains primary sources relating the events of the Cold War.