THE FOUNDERS' CONSTITUTION, vol 1, THE MAJOR THEMES
http://press-pubs.uchicago.edu/founders/
An excellent collection of primary source documents on the Constitution as well as in-depth summaries and analysis.
Library of Congress
http://www.loc.gov/rr/program/bib/ourdocs/federalist.html
The Library of Congress' page on the Federalist Papers.
The Avalon Project
http://avalon.law.yale.edu/subject_menus/fed.asp
A Yale Law School website collecting important papers in law and history, including a cleanly formatted set of the Federalist Papers.
