This article gives a history of the Ziegfeld Follies, with information on its creator Florenz Ziegfield, its origin, and the performers. The site also includes thumbnails of pictures of the Follies.

This site from Musicals 101 provides great biographical information on Florenz Ziegfeld. The text is in-depth with pictures included, and covers not only Ziegfeld's life, but also Anna Held, and the birth of Ziegeld's Follies.

Take a look at the sheet music from Irving Berlin's "Mandy", performed at Ziegfeld Follies in 1919. Very cool old poster.