Now, I know both SQL and regexes just fine, but a few times on this site, I came across someone working through the exercises on SQLzoo.net. As far as I could tell, this was a wonderful online resource where someone can pretty easily learn SQL by example, writing many toy queries against several toy databases. I will likely redirect people wanting to learn SQL to that site.
These SQLzoo people also run some other tutorials, including some on a few programming languages. However, the section on regular expressions is pretty small (e.g., see Java's page), and I don't think you can actually learn regexes from it. I think a good, online tutorial might help with the onslaught of basic regex questions we have here. (Maybe after the answer, we could suggest that they take a look at the tutorial.)
So, is there a good, online, interactive regex tutorial along the lines of that SQL tutorial? I looked online briefly, but all I could find were non-interactive tutorials or simple pages (still useful, though!) that let you match a string against a pattern so that you could see what it matches/captures/etc.