Wikipedia's got an extensive list, many of which have reasonably detailed overviews:

NIST has a Dictionary of Algorithms and Data Structures:

There's a draft of an online textbook on algorithms (titled, surprisingly, Algorithms) available online here:

MIT OpenCourseWare has some good materials (not an exhaustive list, look at their list of EECS classes):
Intro to Algorithms (fall 2005)
Intro to Algorithms (spring 2008)
Advanced Algorithms
Randomized Algorithms