Probability: General

Probability Abstract Service, maintained by Stefano M. Iacus (University of Milan, Italy).
The Probability Web, maintained by Bob Dobrow (Carleton College, Minnesota)
Electronic Journal of Probability and Electronic Communications in Probability
Introduction to Probability by Charles M. Grinstead and J. Laurie Snell: Introductory text online, with simulations and Java applets

Probability: Special Topics

Monte Carlo Markov Chain Preprint Service (Cambridge, U.K.)
The Primordial Soup Kitchen: David Griffeath's home page about random cellular automata and other neat stuff (University of Wisconsin)
Rutgers Statistical Mechanics Meetings (Joel Lebowitz, organizer)