How complicated do you want to get? The Google Earth suggestion above may be your best bet but if you're interested in creating maps yourself (or even using Google Earth), you can download data from the Geographic Names Information System at
http://geonames.usgs.gov/domestic/download_data.htm. One of the data sets is
Historical Features – Features that no longer exist on the landscape. (Updated on Feb. 2, 2007). This gives you the the name, class, county, state, latitude and longitude of historic features (that can be used with Google Earth or any mapping program). There are other data sets at the link that may be interesting -- note that these data are typically used with geographic information systems (GIS) (Google Earth is one of those).
If you're interested in generating your own maps, take a look at GMT, the Generic Mapping Tools, at
http://gmt.soest.hawaii.edu. GMT is a full-blown computer-generated map system and may be beyond your level of interest but you can download data sets for roads, place names, etc., etc. that are useful with GMT (and other such systems) from sites like USGS and the Commerce Department among others. This is not a trivial undertaking, though, so unless you're really interested you might want to just use Google Earth along with location data such as Historical Features.