While I'm hoping to watch The Great Gatsby tonight, I'll start with links to The Damnation of Theron Ware. I haven't found too many, but the few I have are excellent. If you find any additional links that you think others will find helpful, please pass them along or post them in the comments and I'll add them to this post.
The online text of the book is available, courtesy of Project Gutenberg.
From Robin Taylor Rogers is a study guide with annotated bibliography which gives background on Harold Frederic, criticism, and lots of links to more resources, theses, dissertations and more. An awesome resource that I recommend highly.
"A Painter Of Beautiful Dreams", an article that Harold Frederic wrote in December 1891 for Scribner's magazine. Frederic opines that artwork need not tell a story, and reviews paintings by Albert Moore.