OpenCourseWare - to access MIT courses over the Internet for free
ocw.mit.edu
ocw.mit.edu
is also good. Only videos though, sometimes a link to additional material.
More courses (mostly European)
A simple search page:
EDIT: Another link added.
I was taking a course on regex compiler design at Stanford long ago before they locked down their student access system. In that case they weren't meaning to share. Nice format though, video + coordinated slides in a two up view. Stanford iphone development and some Berkeley/Yale philosophy courses since then. Nothing yet from OCW.
I recently started to watch the iPhone Application Programming from Stanford (http://deimos3.apple.com/WebObjects/Core.woa/Browse/itunes.s...) and it is really great. For an introduction to Objective-C and iPhone development, so far it has been very, very well done. Most (if not all) speakers are actually Apple engineers.
That kind of initiatives is really great because honestly, Stanford can have a class given by Apple engineers pretty easily (in that they are very close by), but it would be quite difficult for any other college in the world, regardless of the quality of the school.
ECON 159 - Game Theory by Professor Ben Polak is very thorough.
Both are video-based, no materials required. Questionnaire pdfs between "classes" for recap.
http://oyc.yale.edu/economics or on Academic Earth.
I think we'll be seeing a lot more schools starting to follow suit and an opportunity emerge within Open Source Education.
There are 2 excellent interactive tutorial courses offered by the MIT iCampus tutorial server - http://icampustutor.csail.mit.edu/
The Introductory computer science tutorial is basically a set of audio lectures of the 6.001 course as well as interactive quizzes and problem sets.
It's very much worth the effort to go through the whole tutorial.
There's another problem though, I don't live in the US and the only way to buy the books is through something like Amazon, shipping from the US. If you add shipping and taxes (local taxes here), books become really expensive.