A collection of TR artifacts housed at his alma mater's library. Although most of the items are only available to Harvard students, there is still a fair amount of photographs and primary source artifacts that can be accessed.
Although not a scholarly site, this source does provide good information about the various roles TR held throughout his life (such as president, conservationist, and soldier).
This website is a companion to the Ken Burns documentary (the same man behind The Roosevelts - An Intimate History). The information is deep and detailed.