The sorting algorithm applet is an interactive demonstration of merge sort, quick sort, and radix sort. The Animation of Sort Algorithms page has demonstrations of the insertion, selection, bubble, shaker, and shell sorting algorithms. Interesting features are the odometers of the number of moves and the number of comparisons performed. Java Animations of Shellsort and Variants demonstrates variants of the shell sorting algorithm, including shell sort, shake sort, and brick sort, and it really is fun to watch. Sorting Algorithms has demonstrations of many sorting algorithms, including bubble, selection, shaker, insertion, shell, heap, and quick sorts.
Source code is available.
The Java Sorting Animation Page has demonstrations of bubble, selection, heap, insertion, merge, and quick sorts. It comes with complete descriptions for the algorithms. It is a very good way to understand the algorithms, since it indicates exactly what happens during each iteration and even allows you to undo steps. The Sorting Algorithm Demo contains demonstrations of bubble, quick, insertion, shell, and heap sorts. Source code is available.