Coursera has several algorithm classes. I took Design and Analysis of Algorithms I (https://www.coursera.org/course/algo) from Stanford last spring. I thought it was really good, reviewed it here: http://henrikwarne.com/2012/05/08/coursera-algorithms-course.... There is also another algorithm course from Princeton on Coursera.

Class central (http://www.class-central.com/) is a good resource for seeing what is about to start.