On the general question of Oswald’s pro-Castro ideology, and its influence on his actions, Albert Newman’s The Assassination of John F. Kennedy: The Reasons Why (1970) is a valuable resource.
On the importance of Oswald’s Cuban dossier/correspondence file (and the haunting effect of his earlier knockback by the Soviets) see Jean Davison’s Oswald’s Game.
Oswald’s letters to the FPCC etc., and the replies he got back, are quoted in many books; but the best one-stop shop for such information is, as always, Vincent Bugliosi’s Reclaiming History.
The story about Oswald’s crying jag on the night of June 30, 1963 – and the snatches of Oswaldian dialogue from that night – come from Priscilla McMillan’s Marina and Lee.
Marina Oswald’s “window dressing” quote comes from her Warren Commission testimony.
The quotes I read out from Carlos Bringuier (“I had some feeling that I could not trust him”, “He was trying to appear as a martyr”) come from his Warren Commission testimony. So does Oswald’s reported line to Bringuier (“Okay Carlos, if you want to hit me, hit me.”)
Donald Trump’s “Oswald having breakfast” routine comes from a speech he gave in Cleveland on July 22, 2016, which can be watched if you fancy it. His Oswald-related remarks begin at 00:22:40.
Both of Oswald’s appearances on WDSU radio can be heard in full at David Von Pein’s JFK Channel on YouTube.
For the minutiae of Oswald’s 1959 attempt to turn in his passport at the American Embassy in Moscow, see the Warren Commission testimony of Richard Snyder.
On Operation Mongoose and the possibility that Castro’s “terrorists” remark was on Oswald’s mind when he shot Kennedy, see David Belin’s Final Disclosure.
The French journalist present in the room with Castro when news of Kennedy’s shooting came through was Jean Daniel, who recounts the scene .
Regarding the possibility that Oswald floated the idea of shooting Kennedy during his trip to Mexico City, see (for example) Gus Russo’s Live by The Sword and Philip Shenon’s A Cruel and Shocking Act. Regarding the possibility that he disclosed his intentions to anti-Castro Cubans, see Vincent Bugliosi’s discussion of the “Odio incident” in Reclaiming History. I will be examining both these possibilities in a later episode.
My account of David Belin’s theories about Oswald’s post-assassination plans draws on both books he wrote about the assassination: Final Disclosure and November 22, 1963: You Are the Jury.
On the importance of Oswald’s clenched-fist salute, see Bugliosi’s Reclaiming History, which isn’t just the most comprehensive resource for evidence about the case – it’s also the most sustained attempt ever (more sustained even than the Report of the Warren Commission) to contemplate all the evidence rationally and think rigorously about its meaning.
Josiah Thompson’s “There was no why …” quote comes from Errol Morris’s short film November 22, 1963 which can be watched .
Robert Oswald’s quote about his brother’s motive comes from 2013 interview with PBS.
The detective at Oswald’s side when he died was Billy Combest, whose description of Oswald’s dying gesture comes from an interview he gave to Anthony Summers, quoted in the text and endnotes of Summers’s Not in Your Lifetime.