Note : Many of the sites listed below may have been outdated by now, sorry
if that is the case.
Here is a site that carries detailed information about my city : Bombay.
Yeh hai Bombay, yeh hai Bombay, yeh hai Bombay meri jaan.
The site exlusively dedicated to Bombay,
get any information about Bombay, search for Mumbaikars etc.
Here are some sites that carry detailed information about my
state : Maharashtra.
NCST's page on Maharashtra
Another decent
page on Maharashtra
Here are some sites that carry detailed information about India.

Rediff On The Net
A cool site called "All India Site"
Indian Electronic News Magazine
Indiahorizons
All India
India on Internet site
M-Web
24-hour Indian entertainment site with real-time audio
Namaste.Net
Redif India site
Site on India sponsored by MCI Communications