St. Andrews MacTutor History of Mathematics, a good starting place.

David Joyce's History of Mathematics Web Sites, which includes a link to the full text of Euclid's "Elements"

Kevin Brown's History of Mathematics Pages

Earliest Known Uses of Some of the Words of Mathematics

David Calvis's History of Mathematics Web Sites, more good links

Brief biographies

Trinity College, Dublin, History of Mathematics archive

Mathematical Journey Through Time, a student project

The Perseus Project, Tufts University

Historia Mathematica, an international journal of scholarship in the history of mathematics. The website has many useful links.

British Society for the History of Mathematics, a lively organization. Again, many useful links.