Most of what I know of the JVM comes from the Sun docs. They have some great whitepapers on the HotSpot VM:
http://java.sun.com/javase/technologies/hotspot/index.jsp
You mentioned performance, so maybe you would be interested in the Sun performance docs:
http://java.sun.com/docs/performance/
For a more hands on approach, try looking at Kaffe. This will show you what a virtual machine does, but not necessarily how Java code works in Sun's JVM:
Kaffe is a clean room implementation of the Java virtual machine, plus the associated class libraries needed to provide a Java runtime environment.
And the OpenJDK is a great place to learn about how the Java Platform is implemented:
http://openjdk.java.net/
