Didn't get any response the last time I posted this, so I thought I'd try again...
http://www.gilderlehrman.org/teachers/seminars1.htmlI've been on two of these and they were both excellent. They give you access to some of the best experts on the topics and they focus heavily on the use of original document analysis. Look at some of the name on the list:
Badger on Civil Rights, Leffler and Westad on the Cold War, Kennedy on the Great Depression, Carwardine on Lincoln, Brinkley on the New Deal, Berlin on slavery... These are really top people!
The seminars are completely free (including accommodation), they send you the books you're supposed to read before you arrive, and they even PAY you to go!