General sites:

MobyGames - A great resource, with lots of scans for lots of games
Museum of Computer Adventure Game History - Lots of scans and photos
Ultima Collectors Guide - A very big Ultima collection, great resource for Ultima collectors
Ye Olde Infocomme Shoppe - Selling games, not only infocom
TheLegacy - German online game museum
Online Games-Datenbank - German online game museum

Collectors sites:

RetroGameLand - Tseki's collection
Sinar's LucasArts Collection - Lots of pictures
Vintage Games - A collector's site

Forums:

The LucasArts Museum - The place to be for LucasArts collectors =)
Vintage Sierra - Museum and Forum, for games by sierra
The Game Collector's Market - Forum, mainly Duke Nukem, but also video games in general

Interactive fiction sites:

Infocom Cornershop - Selling infocom games
The Infocom Gallery - Infocom games, many scans
The Interactive Fiction Collector's Guide - Great site, history of many of the old if companies, and their games
The Magnetic Scrolls Memorial - Games from Magnetic Scrolls
Adventure International Memorial - Games from Adventure International
The Level 9 Memorial - Games from Level 9

Other sites (Not necessarily related to collecting):

Amiga Magazine Rack - A large archive of videogame magazine scans
VOGONS - Forum dedicated to running old games on new systems
ScummVM - A very good emulator for running a large list of point and click adventures
DOSBox - Emulating good old DOS (And doing it very well)
Grumpy Gamer - Ron Gilbert's site
Vintage Computing and Gaming - Benj Edwards regularly updated site, covering collecting, playing, and hacking vintage computing and gaming devices.