The internet has some wonderful physics puzzle collections.Here is an excellent one on cosmology: universeinproblems.com.
The internet is small; free physics books are found in it as frequently as birds are found in aquaria. Here are the best ones:
• Friedrich Herrmann's excellent, short and freely downloadable physics textbook for secondary school, The Karlsruhe Physics Course, can be downloaded at www.physikdidaktik.uni-karlsruhe.de/index_en.html. It is available in several languages. This book is also recommended if you – girl or boy – need to repeat what you learned or should have learned about physics, the science of motion, before the age of 18. If you are a professional physicist and are interested in the background of this book, you might also read the 2013 paper by C. Strunk and K. Rincke.
• Two excellent introductory physics texts by Benjamin Crowell, Simple Nature and Light and Matter, as well as a textbook on calculus and a textbook on general relativity can be downloaded at www.lightandmatter.com.
• The Feynman Lectures on Physics, now over 50 years old, are online at http://www.feynmanlectures.caltech.edu/info/.
• For learning physics for university examinations, the site of reference is Rod Nave's Hyperphysics at hyperphysics.phy-astr.gsu.edu/hbase/hframe.html.
• The high-quality electrodynamics text by Bo Thidé, Electromagnetic Field Theory, can be found around the internet.
• An introduction to quantum mechanics that uses Schwinger's approach, Quantum Principles and Particles by Walter Wilcox, can be downloaded at blogs.baylor.edu/open_text/purpose/quantum-mechanics/.
• Pearls for every physicist are the fallacies about physical concepts collected by Friedrich Herrmann, Historical Burdens on Physics, downloadable (in German) at http://www.physikdidaktik.uni-karlsruhe.de/Kolumne/Altlasten.html. This collection of short texts is a treasure chest; it makes one think and enjoy.
• If you want to explore physics in a completely different way, have a look at http://www.numericana.com.
For an extensive list of internet links on physics see Appendix C: Sources of information on motion in volume I of the Motion Mountain physics text.
To learn physics, two wonderful printed and electronic textbooks about motion are by Rainer Müller: Klassische Mechanik - vom Weitsprung zum Marsflug (see here) and Thermodynamik - vom Tautropfen zum Solarkraftwerk (see here). They are the best books on these topics that you will find.