I made a website on how to program for the Odyssey 2. You can check it out, including my minimalist program I made for it for instruction purposes here:
http://atari2600land.com/odyssey2/how.htmlSome of the stuff is incomplete, like who made the ASW assembler. I Googled it and couldn't find it, so I'm hosting it on my website.
Let me know how I did and if I should make a more advanced guide.