I have scoured the Web for links about Probability Theory. There is a quick Self Test that covers material found on the Midterm Exam. (The "grading" part of the self test does not work, but they are pretty easy problems anyway.) Introduction to Probability is a page with a quick explanation of basic concepts covered on Examlet 1. They have a few quick interactive exercises.
Probability Lessons is a great page that covers some basic probability topics: The Birthday Problem, An Approach to Problem Solving, Permutations Review and Combinations Review. There is a problem set on continuous random variables, with answers to odd problems. There is a Sample Probability Final from a class at the University of Hawaii. Fortunately, they provide an answer sheet.
There is a page of probability problems and puzzles. They are all within the scope of this course. Some of them tend to be quite difficult, but complete solutions are a click away. There is a place called MathPages where different problems, examples and theorems are worked out. Some of them are elaborate. Don't forget to Ask Dr. Math!
The Poisson Pit computes probabilites for Poisson random variables. If you think you can win at Roulette, forget it. This page describes the memoryless property of the Roulette wheel. One enterprising young man has elaborate tables detailing probabilities in the game of Monopoly. It has probabilities of landing on a square, expected income and other minutia. Finally, we can't forget the Monty Hall problem.
Thanks to Bridget Stanley for pointing out a page on probability from BarcodesInc. It has a wide variety of links from archives of research articles to newsgroups to biographies of people in the field.Ryan Martin's RU MATH 477 Page / Revised 10/26/09.