Measurements are reported of the proton and deuteron spin structure functions g1 at beam energies of 29.1, 16.2, and 9.7 GeV and g2 at a beam energy of 29.1 GeV. The integrals of g1 over x have been evaluated at fixed Q**2 = 3 (GeV/c)**2 using the full data set. The Q**2 dependence of the ratio g1/F1 was studied and found to be small for Q**2 > 1 (GeV/c)**2. Within experimental precision the g2 data are well-described by the Wandzura-Wilczek twist-2 contribution. Twist-3 matrix elements were extracted and compared to theoretical predictions. The asymmetry A2 was measured and found to be significantly smaller than the positivity limit for both proton and deuteron targets. A2 for the proton is found to be positive and inconsistent with zero. Measurements of g1 in the resonance region show strong variations with x and Q**2, consistent with resonant amplitudes extracted from unpolarized data. These data allow us to study the Q**2 dependence of the first moments of g1 below the scaling region