There are few pages on the web with much relevant material. Web searches using engines such as Altavista are made harder by the ordinariness of Harris' name (but see my search tips for some advice on how to get round this).
Rob Couteau has a Henry Miller, Anais Nin and Frank Harris site.
Harris is accused of numerous faults as well as being inaccurately described as Jewish - which the author Kate Stephens obviously considered a most heinous failing - in this section of her incoherent, bile-filled local history Life at Laurel Town in Anglo Saxon Kansas.
There are collections of letters and other materials of interest in various universities. The materials themselves are not usually on line, but their indexes are. Here's one.
The poem If We Must Die by Claude McKay was enthused over by Harris, we learn.
Brown University has an archive of "The New Age" which includes many articles mentioning Frank Harris and his contemporaries.
Pictures of Frank and Friends
The Hulton-Getty Picture Collection has two excellent pictures of Frank, as well as numerous pictures of Bernard Shaw, Arnold Bennett and others. Unfortunately, copyright restrictions preclude me from including any of their pictures on this site. (But Corbis do permit personal use at a modest cost - hence the picture gallery. (This policy seems to have changed again, so that historical photographs are not available under it. Sigh.)
Oscar Wilde Sites
Oscariana - My pick of the Wilde sites
Here's a comprehensive list of other Wilde Sites.
Bernard Shaw Sites
Shaw's Preface to The Dark Lady of the Sonnets, which was largely inspired by Frank's Shakespeare 'scholarship'
A short biography of Shaw, relating to his Nobel Prize for literature in 1925. He accepted the prize, then set up a fund for Swedish writers, to which he gave all the money. This generous act served to make him even more a target for begging letters than before.
Lord Alfred Douglas ('Bosie') Sites
Douglas and Harris never really hit it off, though Harris admired Douglas' poetic gift.
Another long Bosie page. Do these people think we have nothing to do but scroll?
Emma Goldman and other Anarchist Sites
Emma Goldman was an American Anarchist. Harris admired her, and wrote about her in his Contemporary Portraits.
Harris and Winston Churchill had a brief, though profitable business relationship.
Charles Chaplin was something of a fan of Harris.
Other Related Sites
Mitsuharu Matsuoka's American Literature Page
A site devoted to one of Harris' happiest periods: the 1890's
Scissors and Paste Bibliographies are of considerable interest for the student of erotica.