Wikipedia's got an extensive list, many of which have reasonably detailed overviews:
http://en.wikipedia.org/wiki/List_of_algorithms

NIST has a Dictionary of Algorithms and Data Structures:
http://xlinux.nist.gov/dads/

There's a draft of an online textbook on algorithms (titled, surprisingly, Algorithms) available online here:
http://www.cs.berkeley.edu/~vazirani/algorithms.html

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