Links of interest:

General
    History of Mathematics  (U of St. Andrews)
    History of Prob. & Statistics  by Kees Verduin (U Leiden)
    History of Statistics  by Peter M Lee (U York)
    World of Physics Internet Encyclopedia Physics by Eric Weisstein
    mathworld  Internet Encyclopedia Mathematics by Eric Weisstein
    Books on Stochastic Processes Listed by Noel Vaillant (Links to amazon.com)

Online Textbooks
    Introduction to Probability   by C. M. Grinstead and J. L. Snell
    Probability Theory by E. T. Jaynes

Online Scripts
    Wahrsch.theorie & Stoch. Proz.   by W. König (WIAS Berlin)
    SDE & their Numerical Solution   by P.E. Kloeden (J.W. Goethe U Frankfurt am Main) July 2000
    Stochastic Calculus  by P. Albin (Chalmers University of Technology, Göteborg) Spring 01
    Stochastische Prozesse  by S. Greven (LMU München) Summer 2010
    Prob. Theory & Stoch. Processes  by C. und S. Geiss (U Jyvaeskylae) Spring 04
    Probability Tutorials   by Noel Vaillant

Link Lists
    Probability Web
    The mathematical atlas: Prob. theory & stoch. proc. by Dave Rusin (NIU)

Java Applets
    Virtual Lab in Prob and Statistics   by K. Siegrist (U of Alabama, Huntsville)
    Virtual Lab in Prob and Statistics  Florence version
    Rice Virtual Lab in Statistics   by David M. Lane
    Demos for Prob. and Statistics  by Charles Stanton (CSUB)
    Probability Problems   from 'Cut the Knot' by Alex Bogomolny
    Probability by Surprise  by S. Holmes (Stanford U)
    True random number service