Gumbo How-To by Brooks Hamaker on eGullet, complete with pictures!
Gumbo (Ya-Ya) eGullet Cookoff Thread - An interesting internet discussion by a bunch of people learning to make gumbo over the internet. If you are starting
from scratch and never had gumbo, you should begin here.
Gumbo Town - A cool page I stumbled upon with a pretty good gumbo "how-to" along with some recipes.