Which language are you after?
Nvidia's sdk has a lot of good samples, some with comments and whitepapers, others with no comments at all......
Check out the SDK9.5 for DX9 and earlier samples, and SDK10 for DX10. Also the
devrel pages from nvidia have a lot of interesting stuff.
Also check out
ATI/AMD's devrel pages where you can find sample source code, papers and chapters from books.
There are also a bit of info on
OpenGL's tutorial page, as well as
here the orange book's hp...