Includes a great overview of the merits of sidenotes (versus footnotes or endnotes) on the web—we may have screen real estate to use, so why make your reader jump around? Looks like Tufte CSS or sidenotes.js are good options. (I’m considering sidenotes for a redesign hereabouts.)
Incidentally, Gwern.net is tricked out. There’s a lot of web in that website, interactive features that are both playful and useful. Neato.