The most up-to-date Blender Documentation, the Blender wiki is a collaboratively edited documentation project:
Wiki Blender Documentation
A series of tutorials is also available at wikibooks.org:
If you'd like to contribute, please sign up to the bf-docboard mailing list.
Older User Guides
Blender 2.3 Guide (Vol I - User) (download)
Blender 2.3 Guide (Vol II - Reference) (download)
Online documentation, matching the published Blender 2.3 Guide.
The pdf of the 2.3 Guide is also available for sale in the e-shop in a professionally designed PDF format.
Game Logic Python API for Blender 2.49 - The Python GameLogic API reference. The Python GameLogic API is used for scripting interactivity in the realtime 3D engine.
What's new in Game logic for Blender 2.49.
The Blender Gamekit (2003 edition) is a free download too.
Reference to the Python API for Blender 2.49
Blender 2.49 Python API reference
An introduction to the Blender source
Coding guides aimed at new developers who want to get working on the Blender source code.
Overview of history and background of Blender's architecture, by Ton Roosendaal. Includes source code layout diagram.