There's a ton of improv stuff available on ye inter-tubes lately. I faintly remember the days when Harold was only a hushed rumor and you had to fly somewhere to watch one. Nowadays improvisers can watch them on YouTube with little to no effort. Them kids these days...
Here's some stuff I've been finding on the interwebs lately:
Some Things I Learned as Artistic Director of the UCB Theatre, by Anthony King
Here are two clips from Whose Line is it Anyway, featuring Robin Williams!
TEDtalks: Charles Limb - Your Brain on Improv
Next, the basics of Improvisation in one short and easy to digest package!
Lastly, a letter from the late and great Phil Hartman to aspiring comedian Mike Scott
Letters of Note