I hear that the Coursera algorithms classes by Prof Sedgwick (Princeton) and Prof Roughgarden (Stanford) are very good. I think the Princeton ones might not be available after the Coursera switchover so would recommend downloading the course content if you can. There were some threads on HN in the last week about it.
Also MIT OpenCourseware has Intro to Algorithms which I hear is good too.
 Prof Sedwick: https://www.coursera.org/course/algs4partI
As @carise said, the content may be gone after June 30th and if you want to download, you can do so using coursera-dl tool
 Prof Roughgarden: https://www.coursera.org/learn/algorithm-design-analysis
 Prof Erik Demaine (MIT OpenCourseware): https://www.youtube.com/playlist?list=PLUl4u3cNGP61Oq3tWYp6V...
There are videos of MIT's Prof Erik Demaine's Intro to Algo's from various semesters. I think any one should do.