The Lambda Calculus for Absolute Dummies (like myself) : http://palmstroem.blogspot.com/2012/05/lambda-calculus-for-a...
A short introduction to the Lambda Calculus: http://www.cs.bham.ac.uk/~axj/pub/papers/lambda-calculus.pdf
Lambda Calculus - Step by Step: https://www.dropbox.com/s/i0qgfoye6artcp8/untyped_lambda.pdf...
https://www.cis.upenn.edu/~bcpierce/tapl/
He provides theory and code that starts from untyped lambda calculus and progresses to typed lambda calculus, system F, and higher-order system. Note, the article above was written by Barendregt who summarized high-order systems in terms of the "lambda cube". The Pierce book provides enough theory and context to understand why that's important by the time he gets to it in chapter 30.
I did a 5-part lesson on my blog. It starts from zero knowledge and ends up with two Fibonnaci calculators (one recursive, one iterative):
http://blog.suspended-chord.info/tag/lambda%20calculus/
(There's also a theorycrafting post I did a bit later to build a rudimentary object-oriented programming paradigm in the Lambda calculus.)
For a good introduction, I would recommend J. Roger Hindley's introduction to the lambda calculus and combinatory logic entitled "Lambda-Calculus and Combinators: An Introduction". It includes some interesting info on SKI combinator calculus in addition to the lambda calculus.