Cheap Monty Hall - Fully HTML-based simulator for the problem. All on one page. - http://www.utstat.toronto.edu/david/MH.html
The Monty Hall Problem - Simulation of the 3-door problem in Flash, along with a brief discussion. - http://www.andrewgraham.co.uk/maths.html
Let's Make a Deal Strikes Again - Dr Math answers a reader question and explains why the puzzle works the way it does. - http://mathforum.org/dr.math/problems/monty.hall.html
A New Approach to the Monty Hall Problem - Introduces the problem and tries to look at the problem in a new light. - http://www.reenigne.org/maths/montyhall.html
Monty Hall - Contains a introduction to the problem, a hint to the solution and the solution. The author attempts to "provide a reasonable and clear explanation of the answer". - http://www.sover.net/~nichael/puzzles/monty/
Marilyn Vos Savant's Monty Hall Problem - Simulator. Uses buttons as labels and controls. Counts tries and provides percentages. Can be Reset without page refresh. - http://www.mindspring.com/~tluthman/vossavant.htm
Marilyn is Tricked by a Game Show Host - Comments on Marilyn vos Savant response to the question about this problem. - http://www.wiskit.com/marilyn.gameshow.html
Mathnet : The Car and the Goats - Introduction to the problem and the controversy. As well as a simulator. Contains a link to the next page which explains the maths behind the problem. - http://www.math.toronto.edu/mathnet/games/monty.html