Jari gave you some very good resources. The AMISTAD center's link in at the bottom.

In addition, try the rosenwaldschools site. They have a 'resources' page that lists several options, including the Amistad Center (New Orleans), Julius Rosenwald Papers (U of Chicago), State Department Education Records and the archives of some HBCUs.

The Rosenwald papers (1862-1932) consist of 90 microfilm reels.
The Rosenwald Fund (1917-1948) papers include primary records on the fund and it's administration. [and much more]

Also:
Hanchett, Thomas W. “The Rosenwald Schools and Black Education in North Carolina,” North Carolina Historical Review 65 (October 1988): 387-444.

Next, try the resources on this site:
http://www.rosenwaldplans.org/ [mentions records in the NC State Archives.]

There is also an initiative that seeks to get oral interviews from those that attended a Rosenwald school.
http://tinyurl.com/dwuyj

Then, there's the story of Rosenwald's daughter, Edith:
http://tinyurl.com/chj96

It all depends upon what aspect of the Rosenwald movement you plan to research.