[edit] Some of the information below is outdated as JQM 1.0 final was released
Here are a few I have come across that I have found useful:
For those who are using Rails and the Devise authentication gem:
http://everydayrails.com/2010/11/09/jquery-mobile-rails-devise.html
Pretty thorough tutorial
http://www.elated.com/articles/jquery-mobile-what-can-it-do-for-you
Has example zip
http://devgrow.com/mobile-web-dev-using-jquery-mobile
Short tutorial on ajax
http://www.giantflyingsaucer.com/blog/?p=1948