If you're looking for general purpose algorithm knowledge, I recommend reading the following books:

Introduction to Algorithms by Cormen, et. al.

This is the standard university algorithms textbook. It gives a very thorough overview of the theory of algorithms.
The Algorithm Design Manual by Skiena

A great book for when you actually have to use an algorithm. Skiena's philosophy is to think of a problem in such a way that it fits with an existing algorithm and then use that algorithm as it already exists.
Concrete Mathematics by Graham, et. al.

This is another excellent reference for a programmer.

Here are a few notes I've digitized:

Amazon.com interview question — A friend's interview problem from Amazon.com
KoL Puzzle — Although it's just a game, KoL had a pretty interesting cryptography-style puzzle in it. Unfortunately, it was spoiled before I really finished it.

Algorithms