First of all, a disclaimer: I've never done any Haskell web development, so I don't speak from experience.
If you look at the Web category on Hackage, there are lots of web-related packages.
I think most Haskell web application run on a custom server (possibly using Apache's mod_proxy
or IIS's Advanced Request Routing as a front end). However, there are also some FastCGI bindings.
The most prominent Haskell webserver/framework/datastorage infrastruction is Happstack, which is interesting for several reasons, the most obvious being that it stores all its state in-memory and doesn't use a relational database.
Another more recent webserver interface is hack, which I don't know much about except that the 1 minute tutorial looks interesting.
There are many more webservers/frameworks in Haskell, but these two are just the ones I know of the top of my head.