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This lighthearted 5-part tutorial from developer.com walks the user through all aspects of using ActiveX controls.
Microsoft Visual InterDev
This article describes Microsoft Visual InterDev, a visual tool that will enable developers to build dynamic, interactive Web applications. This article appears in the March 1997 issue of Microsoft Interactive Developer Magazine.
ActiveX Controls in Internet Explorer 4.0
HotWired Webmonkey article (December 1997) on active movie and sequencer, tabular data and sprite, and structured graphics and path controls.
Introduction to ActiveX Controls
The purpose of this topic is to provide guidelines for implementing Microsoft ActiveX Controls that interoperate well with containers and other controls. This article defines the minimum set of interfaces, methods, and features that are required of ActiveX Controls to accomplish seamless and useful interoperability.
Yahoo!'s ActiveX page
Yahoo!'s directory of ActiveX.