http://www.delphi3d.net has a lot of articles and source code for people writing OpenGL programs in Delphi . . . actually, it's a useful site for any OpenGL programmer.
You should definitely own a copy of the third edition of the OpenGL Programming Guide (Woo, Neider, et al). It's much better written than the other OpenGL books out there, most of which I find fall short when it comes to theory.
Also, I highly recommend the second edition of Real-Time Rendering, by Tomas Akenine-Moller and Eric Haines as a comprehensive text on real-time 3D graphics. Though not about OpenGL specifically, it's the most up-to-date general 3D graphics book out there.
--Chris