Núcleos Históricos.  Excellent descriptions of many historic urban centers on this web site of the National Institute for the promotion of Brazilian History and Arts. Interactive map, text in Portuguese.
http://www.iphan.gov.br/iphan/iphan.htm

Copacabana's history
Interesting site with old photos of Copacabana's historical evolution (in Portuguese)
http://copacabana.com/copahis1.shtml