Writing debuggers
See the question and my original answer on StackOverflowThis is indeed some information available.
DEBUG_EVENT (and the rest of the Debug API) is officially described in MSDN here: http://msdn.microsoft.com/en-us/library/windows/desktop/ms679308(v=vs.85).aspx
There is a nice CodeProject article: Writing a basic Windows debugger and its sequel: Writing Windows Debugger - Part 2
And finally, a complete list of references from Devon Strawn: How to write a (Windows) debugger - References