History of the United States Naturalization Process: http://www.archives.state.co.us/natinfo.htm
INS - History, Genealogy and Education: http://uscis.gov/graphics/aboutus/history/index.htm
National Archives - Naturalization Records: http://www.archives.gov/research_room/genealogy/research_topics/naturalization_records.html
Pledging Allegiance - Naturalization Records: http://rwguide.rootsweb.com/lesson16.htm
Sample Certificate of Naturalization: http://www.history.rochester.edu/jssn/natucert.gif
A Gold Mine Of Naturalization Records In New England: http://www.ilw.com/lawyers/articles/2005%2C0603-hickey.shtm
Index to naturalization records from 301 courts in Maine, Massachusetts, New Hampshire, Rhode Island, & Vermont, available as NARA Microfilm Publication M1299, Index to New England Naturalization Petitions, 1791–1906 from NARA, and from the LDS as FHL US/CAN Film 1429671 - 1429787, 117 films in all. Consult the film notes page on the FHL Catalog for coverage of each film.
The indexes to dexigraph records for New York City and Illinois have also been microfilmed: M1285, Soundex Index to Naturalization Petitions for the United States District and Circuit Courts, Northern District of Illinois, and Immigration and Naturalization Service District 9, 1840–1950. 179 rolls. M1674, Index (Soundex) to Naturalization Petitions Filed in Federal, State, and Local Courts in New York, New York, Including New York, Kings, Queens, and Richmond Counties, 1792–1906. 294 rolls. I didn't check the FHL Catalog for these series.
M1827: District of Columbia Naturalization Index, 1802-1909: http://www.sources2go.com/subcategory.cfm?region=IN&Cat_ID=108357&m
State Archives of Michigan Naturalization Record Indexes: http://www.michigan.gov/hal/0,1607,7-160-17449_18635_20684---,00.html
Naturalization in NY State: http://www.nysarchives.org/a/researchroom/rr_family_naturalization.shtml
Albany County NY: http://www.albanycounty.com/departments/records/online/Naturalizations/achor_search.asp
Declarations of Intent, Petitions Indexes, and more: http://naturalizationrecords.com/usa/ny_onlinedb.shtml
Kings County (Brooklyn, NY) Naturalization Index: http://www.jgsny.org/brooknats.htm
State-wide index to North Dakota naturalization records. Index complete for every county; more than 212,000 entries. Name, country of emigration, date of declaration of intention (first papers) or date of naturalization (second papers), county where the record was created, with volume and page number: http://www.lib.ndsu.nodak.edu/ndirs/databases/naturalrec.php
Finding US Naturalization Records (especially for New York and Illinois): http://home.att.net/~wee-monster/naturalizationrecords.html
Rootsweb's Guide to Tracing Family Trees - Naturalization: http://www.rootsweb.com/~rwguide/lesson16.htm
NaturalizationRecords.com (Olive Tree Genealogy): http://naturalizationrecords.com/usa/
U.S. Naturalization Research and Records (About.com): http://genealogy.about.com/cs/naturalization/
U.S. Naturalization Records (British Isles Family History Society): http://www.rootsweb.com/~bifhsusa/natrec.html
$$$ Petitions for Naturalizations: http://www.sampubco.com/nats/ (Search is free)
Pennsylvania, New York, Massachusetts, Utah, North Dakota, Wisconsin, Iowa, Missouri, Oregon
Book - They Became Americans: Finding Naturalization Records and Ethnic Origins by Loretto Dennis Szucs. Salt Lake City: Ancestry.com, 1998. ISBN 091648971X.
The important thing is this: to be able at any moment to sacrifice what we are for what we could become. - Charles Du Bos
The difference between a geologist and a genealogist is that one digs in the dirt and sometimes find artifacts, while the other digs in facts and sometimes finds dirt.