Free language courses from FSI

The US Foreign Services Institute has a whole bunch of language courses on their website. From Amharic to Yoruba (no Japanese unfortunately, but they do have Thai and Mandarin) you can find coursebooks and audio downloads. The courses are a bit dated, but they seem thoroughly put together and you can't beat the price.

Thanks to inZania for the tip, and for a cool iPhone flashcard app that I am using to practice JLPT vocabulary.