NPR has an interview of William Maxwell conducted by Terry Gross. You have to listen to it.
Charlie Rose has a William Maxwell interview (video).
Finally, Frances Kiernan wrote a nice article about her relationship with William Maxwell the editor.
As for Anderson, interviews are in short supply, but check out the Sherwood Anderson Foundation for some interesting resources. It is great that the royalties from the sales of books by this renowned literary mentor are used to help writers. If you read nothing else at the site, this recollective essay by Anderson’s grandson is excellent.
As a final alternative to an interview, try this short story: “The Egg” by Sherwood Anderson.