Mammal Society - Friendly invitation to take an interest in British Mammals.
Index for Mammalian Species - American Society of Mammalogists monographs. Byzantine site architecture means you have to find the monograph number from the species lists, then click the pdfs icon to select your monograph from that list.
Wikipedia - Many of the species pages are useful resources.
Mammal Species of the World - Searchable checklist of the 4629 currently recognised species, with a taxonomic outline of each, and links to the Smithsonian's collections.
Wikispecies - This project is intended to create a taxonomic checklist and, laudably, insists on Latin as its lingua franca. The apparent lack of recourse to a unifying authority makes me wonder whether it might end in tears.