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ICCF Online Game Archive
Large collection of files of correspondence chess games, updated regularly.

Lars Balzer Chess Games Links
Huge assortment of links to sites where you can download games from events. Links are categorized by the country where the event was held.

Ossimitz: Annotated Collections of Famous Players
Virtually all the games of each of the world champions, as well as those of almost 30 other top players. Most of these collections have been anno-fritzed.

Ossimitz: Chess Collections From Books
Excellent collection of games & positions from several dozen popular chess books.

Ossimitz: Chess Curiosities Collections
Several interesting game collections, including various endings, miniatures, famous games, underpromotions, etc.

Ossimitz: Game Collections From Tournaments
Anno-fritzed games from several dozen recent & historical tournaments.

Pitt U. Chess Archive
Huge collection of games categorized by events, players, and openings, and available for download in several different formats. Site also includes graphics, freeware programs, etc.

Uncrowned Kings Home Page [site review]
Site devoted to some of the greats of the game who never became World Champion. Includes downloads of virtually all their games.

World Chess Championship Index [site review]
Collections of all the games from each World Championship match.