For the adults, his main website NeilGaiman.com has a ton of cool stuff to download, read and listen to, including short stories such as the Hugo Award-nominated How To Talk To Girls At Parties, his 'David Bowie fan fiction' The Return Of The Thin White Duke, essays by and about Gaiman, audio interviews, readings and book excerpts.
For kids, head over to MouseCircus.com The "Official Neil Gaiman Website For Young Readers", where you can listen to the author read the entirety of his best-selling The Graveyard Book on video, as well as another video where Gaiman and "lots of other people" read the whole of Coraline.
The Peters Township Public Library in McMurray, Pennsylvania, created this fun Hogwarts Digital Escape Room.
The Hammer Museum at UCLA has posted hundreds of videos from some of their best lectures, conversations, forums and performances.