The Paris Review has placed online dozens of its interviews with literary figures and others active in The Arts. There will probably be many you'll find of interest but I'll start you off with direct links to conversations with Woody Allen, William F. Buckley, Billy Wilder, Hunter S. Thompson, James Thurber, Gore Vidal, Kurt Vonnegut, P.L. Travers, Stephen Sondheim and Neil Simon.
Interesting thing about the Neil Simon interview. It was published in 1992 (James Lipton was the interviewer) and in it, Simon talks about being stuck on a play he was trying to write about his days working for Sid Caesar. Maybe this conversation spurred him on to finish it because that play — Laughter on the 23rd Floor — debuted on Broadway in November of 1993.
Also: As you may know, one of our recurring points of correction here is when people say that Larry Gelbart, Woody Allen and certain other folks who never worked on Your Show of Shows worked on Your Show of Shows. The late Mr. Gelbart spent much of his life, it seemed, correcting people who thought he'd worked on Your Show of Shows and occasionally suggesting that anyone who thought that didn't know the first thing about Your Show of Shows. And now here's Neil Simon, who did work on Your Show of Shows, talking about working with Gelbart on it and making it sound like Woody and the others who didn't were there, too.