Alcohol Abuse

http://www.moderation.org/
Kind of like AA without the religion thrown in.
 
Depression

http://www.psycom.net/depression.central.html
Links source for all types of depression.

http://www.psychologyinfo.com/depression/index.html
Information about depression.

http://www.depression-screening.org/index.htm
Self screening test for depression.
 
Drug addiction

http://mydrugrehab.com/drug-abuse-help.html
A referral service.
 
Financial help

http://free-financial-advice.net/
Free so the cost is right, they also have a forum.

http://www.finance.cch.com/
Free financial planning guide, CCH Tax and Accounting.
 
Government

http://www.firstgov.gov/
For anything doing with the government. Can be a bit hard to navigate.

Grief and Grieving Help

http://www.funeralplan.com/help.html
Short list of how to help others.

http://www.funeralplan.com/griefsupport/dont.html
Same site as above, about things not to do.

http://oldfashionedliving.com/grieving.html
A quick short explanation on how to help.

http://ohiocops.com/grief/
Excellent site covering the grieving process, especially for victims of murder.

Health

http://my.webmd.com/webmd_today/home/default?src=Inktomi&condition=HomePage

http://www.mayoclinic.com/index.cfm

http://www.healthweb.org/
 
Stopping Smoking

http://www.givingupsmoking.co.uk/

Suicide Hotlines List

http://suicidehotlines.com/
Suicide hotlines list for all over America.
 
Thoughts of Suicide

http://www.metanoia.org/suicide/
This helped at least one person I know of.

Unplanned Pregnancy

http://unplanned-pregnancy.com/about.php

http://www.americanpregnancy.org/index.htm
This web-site has a forum for pregnant women.