Java Music Theory
http://web1.hamilton.edu/javamusic/NoteReading.html
This site is part of an interactive java-based series of activities designed as tutorials to help with basic music concepts. Topics of related interest include intervals, scales, chords and key signatures.

The Tonal Center
http://ds.dial.pipex.com/andymilne/
The Tonal Center introduces the elements of harmony through the principle of tonality. This is somewhat more advanced in content than the other sites; information on basic chord construction, extensions, and a number of progressions and forms is provided. The site includes a useful and detailed treatment of modulation.

How to build major and minor scales
http://www.free-online-piano-lessons.com/piano-scales.html

Major scales (no key signatures)
http://plato.acadiau.ca/courses/musi/callon/1033/majscal4.htm

Major scales (key signatures)
http://plato.acadiau.ca/courses/musi/callon/1033/majscal2.htm

Table of key signatures
http://www.music.vt.edu/musicdictionary/appendix/keys/keysignatures.html

Minor scales
http://www.music.vt.edu/musicdictionary/appendix/scales/scales/minorscales.html

Scales chart, including chromatic scale
http://www.music.vt.edu/musicdictionary/appendix/scales/scales/scales.html

Circle of fifths
http://www.carolinaclassical.com/scales/circle.html