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This is definitely the classic online text. However, I'm surprised no one mentioned An Incremental Approach to Compiler Construction (http://scheme2006.cs.uchicago.edu/11-ghuloum.pdf). It is the basis of the Ikarus Scheme compiler.

Lisp in Small Pieces is also a useful book, for those interested in Lisp/Scheme. It covers much of the same stuff as in the PDF I mentioned.

I was about to mention An Incremental Approach to Compiler Construction, but you've just saved me the trouble of digging up the link. It's a mere 11 pages, but it covers a lot of ground, in small, easy-to-digest pieces, and invites you to follow along and get your hands dirty. Highly recommended.

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