Probability

Applied Probability Society - A subdivision of the Institute for Operations Research and the Management Sciences (INFORMS) concerned with the application of probability theory to systems that involve random phenomena.
http://appliedprob.society.informs.org/

The Collector's Problem and the Two-Dimensional Factorial - In finding a new solution to a classic probability problem concerning the collection of items in a set, a new and useful recursive function has been found, the "two-dimensional factorial."
http://www.jefflindsay.com/2dfactorial.shtml

Probability Guide for Non-mathematicians - Probability theory basics, applications (including to gambling), interpretations, books, free texts.
http://probability.infarom.ro/

The Probability Web - A collection of pages maintained by Bob Dobrow to serve people with interests in probability theory and its applications.
http://www.mathcs.carleton.edu/probweb/probweb.html

Theory of Probability - The introduction, formulas, software, algorithms, equations, problems, and calculations.
http://www.saliu.com/theory-of-probability.html

ArXiv Front: PR Probability Theory - Probability section of the mathematics e-print arXiv
http://front.math.ucdavis.edu/math.PR

Parrondo Paradox - Parrondo Paradox simulation and a demonstration of the ratchet effect.
http://www.cut-the-knot.org/ctk/Parrondo.shtml

Measure and Integration - Part of Dave Rusin's excellent Mathematical Atlas
http://www.math.niu.edu/~rusin/known-math/index/28-XX.html

Probabilistic Thinking - By Richard Jeffrey. HTML.
http://www.princeton.edu/~bayesway/ProbThink/

Probabilistic Learning Activities Network - Probability activities and simulations in the form of applets and spreadsheets. This site advocates a Question/Hypothesis/Experiment approach to learning probability.
http://www.planetqhe.com/

Probability Theory and Stochastic Processes - Part of Dave Rusin's excellent Mathematical Atlas.
http://www.math.niu.edu/~rusin/known-math/index/60-XX.html

The Laymans Guide to Probability - An in-depth but easily readable guide on probability theory, covering various aspects of theory with a bias to gambling games.
http://www.probabilitytheory.info/

Math Surprises: An Example - Buffon's Needle simulation and a surprising demonstration of Barbier's theorem about shapes of constant width
http://www.cut-the-knot.org/ctk/August2001.shtml