Part of the British Imperial War Museum website. All about "Enigma", the german cipher machine used during the Second World War; and about the allied code breakers in Blechtley Park.
Gives a lot of explanations about ciphers, mainly the most recent (DES, RSA, PGP,...). Some informations about legacy of cryptography, and internet security (SSL sockets, use of credit card on Internet,...)
A dictionary of cryptography; and an history of each cipher method.
Books
The code book, by Simon Singh.
THE book ! The complete history of secret codes, in particular methods of Cesar, of Vigenère, Enigma, public and private keys, PGP, quantum mechanics...very very interesting! Published in 1999 by Fourth Estate Limited.