Here are some sites for languages in general:
The Foreign Service Institute offers free self-study courses for French, Vietnamese, Turkish, and other languages. I tried some of the Chinese course and am eager to do more.
Land of Links has lots of links about various languages
Here are some reference sites for Scandinavian languages:
New Cross-Nordic Dictionary
Some sites for Swedish:
Danish Grammar and Vocabulary
Norwegian Learning Links
All sorts of links about Iceland and Icelandic
English-Finnish Vocabulary Quizzes
Common Errors in English
Tower of English
Feel free to let me know about other interesting and useful language links!