Basics of Compiler Design - Freely available textbook by Torben Mogensen. It covers lexical and syntax analysis, symbol tables and type analysis, and code generation including register allocation and function calls.
Compilers Construction - Notes on compiler theory, the source code of describing actual construction of compiler in C programming language. Also compiler construction related links to books, notes, tutorials, and news groups.
Creating A Language - Very short introduction to lexical analysis, parsing, and type analysis by Fabio Fernandes.
Deadly Sins - For a compiler writer from P. J. Brown's Writing Interactive Compilers and Interpreters.
Let's Build a Compiler - A multi-part tutorial on compiler construction by Jack Crenshaw.
Programming Language Research Links - Links to resources for research in programming language theory, design, implementation, and related areas. (Mark Leone, Carnegie Mellon University)