Autobiography of John F. Nash, Jr. - One of the founders of game theory and winner of the Nobel Prize for economics, 1994 (together with Harsanyi and Selten) - http://nobelprize.org/economics/laureates/1994/nash-autobio.html
Autobiography of James A. Mirrlees - Major contributor on economic theory of incentives, asymmetric information and foundations of mechanism design. Winner of the Nobel Prize in economics, 1996 (together with William Vickrey). - http://nobelprize.org/economics/laureates/1996/mirrlees-autobio.html
Autobiography of John C.Harsanyi - One of the founders of game theory and winner of the Nobel Prize in economics, 1994 (together with Nash and Selten) - http://nobelprize.org/economics/laureates/1994/harsanyi-autobio.html
Autobiography of Reinhard Selten - One of the founders of game theory and experimental economics and winner of the Nobel Prize in economics 1994 (together with Nash and Harsanyi) - http://nobelprize.org/economics/laureates/1994/selten-autobio.html
Biography of William S. Vickrey - Founder of auction theory and winner of the Nobel Prize in economics, 1996 (together with James A. Mirrlees). - http://nobelprize.org/economics/laureates/1996/vickrey-bio.html
Thomas Schelling - Major works. - http://cepa.newschool.edu/het/profiles/schelling.htm
Ernst Zermelo - Biography (1871-1953). - http://www-groups.dcs.st-andrews.ac.uk/~history/Mathematicians/Zermelo.html
Register of Papers by Oskar Morgenstern - Papers by one of the founders of game theory, registered at Duke University. - http://scriptorium.lib.duke.edu/dynaweb/findaids/morgenst/
Robert J. Aumann - Information about his life and influence on economic thought and game theory. - http://cepa.newschool.edu/het/profiles/aumann.htm
Oskar Morgenstern - (1902 - 1976), co-founder of game theory, brief introduction to his life and work. - http://cepa.newschool.edu/het/profiles/morgenst.htm
History of Game Theory - An outline of the history of game theory by Paul Walker - http://william-king.www.drexel.edu/top/class/histf.html