1-2-3 Affiliate Marketing is by Pat Flynn of Smart Passive Income. It is an interactive video-based training program that teaches you step-by-step how to authentically generate more income with affiliate marketing.

No Product No Problem is an affiliate marketing course by Matt McWilliams, "the affiliate guy". You don't need a product to make money online. 

Thirsty Affiliates is a WordPress plugin that I use, and is what made me switch to WordPress...just for this plugin. It is the best affiliate link cloaking plugin for WordPress.

Affilorama helps you learn how to make money online as an affiliate. I used Affilorama as introductory training. Basic membership is free.