Just to sort of square the circle of exploring W&L resources in this area, I took a look at what Annie had to say, starting with a SUBJECT search for 'Marquis' (fruit of which started with a pointer to the Marquis de Sade...):

 AUTHOR       Anthony, Edward, 1895-
 TITLE        O rare Don Marquis, a biography.
 PUBLISHER    Garden City, N.Y., Doubleday, 1962.
 SUBJECT      Marquis, Don, 1878-1937.
 Leyburn Library        PS3525.A67 Z57

This proves to be full of wonderful stuff on archy and mehitabel, and of course Don Marquis himself (who worried that he'd be remembered only as "the creator of a goddam cockroach"):

...I tried to kill them off at least half a dozen times.  But they would not stay dead.  Every time I killed them, I got hundereds of letters from their devoted readers demaning an immediate resuscitation.  It was easy enough to arrange these resurrections; every time I stepped on archy and slew him, his soul could transmigrate into another cockroach without missing a strophe.  (pg 557)

There's also a bibliographic study with commentary on Marquis' various works:

 AUTHOR       Lee, Lynn.
 TITLE        Don Marquis / by Lynn Lee.
 PUBLISHER    Boston : Twayne Publishers, 1981.
 SUBJECT      Marquis, Don, 1878-1937 -- Criticism and interpretation.
 Leyburn Library        PS3525.A67 Z76

I might have found these via the catalog, but in fact I did find them by prowling the shelves.