The MSDN references are available online, and through a CD redistributable. If you obtain a MSDN subscription, you will get the latter shipped whenever major releases are made.

I'm not aware of any class diagram involving HANDLE (which is really just a typedef for a void pointer). As for the MFC classes, there's hierarchy chart available at http://msdn2.microsoft.com/en-gb/library/ws8s10w4(VS.80).aspx.