The Rockypedia History Portal
The Rocky Horror Picture Show was inducted into the US Library of Congress's National Film Registry in 2005, meaning they feel that Rocky is ' "culturally, historically or aesthetically" significant.' (http://www.loc.gov/wiseguide/feb06/horror.html)
So yeah, we got us some history.
History of the Rocky Horror Show - a snappy history that also includes some history of the film and cult. Page from a 2004 Orlando production of the Rocky Horror Show.
Check out Books by people who were there.
Other things you might be interested in...
The History page at Rockyhorror.com Includes a Rocky Horror Timeline and interview with Jim Sharman.