+3  A: 

Here are some:

Data Structures Using C
Introduction to Algorithms

Andrew Hare
+5  A: 

That would be one. Another one would be the CLR book.

sybreon
Seconded, this book should be on every programmers shelf.
Chas. Owens
Thirded. A huge aid to my study towards the ACM Programming contest in my Uni days. Great explanation of algorithms with all the fundimentals well explained.
Tom Leys
+1  A: 

There's also The Algorithm Design Manual, by Skiena

Clue Less
A: 

For practical application of common algorithms I like Programming Classics: Implementing the World's Best Algorithms. It's out of print I believe, but can still be found used. It uses a great pseudo-code style that is easy to understand and covers a broad range of topics.

If you want in-depth and highly academic coverage then the Art of Computer Programming volumes are a fantastic albeit expensive resource.

Gary.Ray
+2  A: 

G'day I always found the list on Wikipedia - http://en.wikipedia.org/wiki/List_of_algorithms to be a pretty good starting point for learning different algorithms. Each article usually has a few good external links as well.

Tim
+2  A: 

Knuth's books are awesome - so awesome that you don't really have to read them, you can generate luster and up-votes just by talking about them ;-)

I like Sedgewick's algorithms book, personally, for the obvious and common reason that it is the only one I ever read.

In reality, google is your friend and wikipedia is your counselor.

Steven A. Lowe
Even though I'm closing this question as a duplicate, I have to upvote you for estimable honesty and common sense.
Bill the Lizard
@[Bill the Lizard]: Thanks! Those are my trademarks. That and humility! ;-)
Steven A. Lowe