These sites provide more information about him than I can:

The Olaf Stapledon Archive

The real thing.

Myth Maker Wm. Olaf Stapledon

A great site, which includes the full text of The Flames and Letters to the Future

Undertaking Stapledon

Robert M. Philmus's excellent critique of three important Olaf Stapledon biographies

Olaf Stapledon Personal Data

Includes Olaf Stapledon's obituary from the New York Times

The Biography Project: Olaf Stapledon

A really exhaustive timeline of his life and works