Northern Arizona University
Northern Arizona University: Sojurn: Anatomy of a Fugue
A wonderful site with detailed descriptions of most of the aspects of a fugue, including some examples. The article gets very technical so a background in music theory would be helpful before exploring this site.
Northern Arizona University
Sojurn: Introduction to the Art of Fugue
An extremely comprehensive and detailed page on fugues, including audio clips and many illustrations. Gets very technical so a good background in music theory would be useful if you use this site.