Academy of American Poets  Always a great place to start when looking up an American Poet, this site has a quick biographical sketch, some poems and a photograph.  This site also lets you look at other American poets and their work, which may be helpful for research.

Savage Beauty   This page offer a great selection of Millay's poetry that may be read on line.  Most of the web pages devoted to Millay offer just brief biographies and samples of her poetry.  This page is no exception, however, if you want to read Millay's poetry, this is one site you want to hit.

Modern American Poetry  For two good, albeit brief, biographies, plus a collection of her poems, this is a good place to start.  The University of Illinois at Urbana-Champaign is the host for this site. Again, like the Academy of American Poetry, you can look at other poets who were working at the same time as Millay.

Perspectives in American Literature For a good bibliography, this is your link.  Although there are limited poems and biographical materials available here, you will find the list you want if you're headed to the library.  This site has won awards for being a good research resource.

Tilling an Uphill Ground:  Millay and Regionalism - An insightful essay by Joanne Gardner discusses Millay's life and poetry.  
Published by the Hudson Valley Regional Review, this essay is reproduced in full at this site.  This is one of the few instances when a worthwhile essay about Millay has been published on the web.  Gardner argues that Millay's poetry is tied to
the regions in which she lived:  Maine, New York City, Europe and New England.  Gardner also includes some close readings of Millay's poems and biographical information..

Vassar College Library Collection  This page lists the Millay documents that may be found at Vassar College.  Although the contents of the documents are unfortunately not included, this site does list correspondence, photographs, reviews, and first
draft materials that are in the archives at Vassar College.  From these lists, we can glean some brief insight about who Millay was in contact with during her life.  For those ready to embark on a dissertation about Millay, Vassar library would be the perfect place to spend some dark, winter days.

University of New England - Maine Women Writers Page  Although this page only offers another brief glimpse into the life of Edna St. Vincent Millay, it does have a photograph of the front page of Poetry magazine, which features Millay.  
On this pretty page are a few other photographs featuring Millay and her life.  The best part for the insatiably curious:  it has a photograph of Millay's nightgown!

Millay and Masquerading  This short essay explores Millay and masquerading.  One good point that it makes is that Millay's flamboyant lifestyle and her role as the lyric poet of the age, contrast with her essay writing under the pseudonym Nancy Boyd.  The essay argues the Millay had little choice in her masquerade, because she was a woman in a man's world.  Because she was so influential to the American poetry reading public, she was criticized by the male modernists.  Lyric poetry as a genre, then, became associated with women and frivolity.  Ultimately, it defends her poetry.  Published by Rutgers University, this site also contains an essay about H.D.