Granville Barnett has started a new CodePlex project called "F# Samples", at http://www.codeplex.com/fsharpsamples. I think everyone is welcome to join the project and contribute to the samples. Here's how Granville described it:
FYI, I’ve set up a samples project for F# stuff on CodePlex to try and educate more programmers about the benefit of a functional language like F#.
I’ll just be adding random bits every now and then and hopefully build up something that is a pretty comprehensive repository that users can go ahead and inspect the source of.