Platform SDK Online Documentation
This is the documentation for the Win32 API. As reference when finding information on a specific function they are actually very good.
This is a very extensive tutorial on programming with the Win32 API. It covers such things as file access, threads, semaphores, networking, etc.
The Code Project
Jan 2003 - A Riazi
This little demo application shows how to get lots of different information about the computer. Examples: CPU info, OS version, OS folders, disk space, etc.
An In-Depth Look into the Win32 Portable Executable File Format
Feb, 2002 - Matt Pietrek
This article gives a detailed explanation of the Windows Portable Executable file format.
Top Issues for Windows Titles
Dec, 2004 - Chuck Walbourn
This article contains several hints on how to make your game perform better on Windows based platforms.
Gaming with Least-Privileged User Accounts
Dec, 2004 - Jack Lin
This article talks about the future of Windows and how users will have restricted access to computer files. Special care should be taken to have the application work well with this restricted access.
MSDN Library May 2006 Edition
May, 2006 - Microsoft
Free download of Microsoft's MSDN Library.