There is lots of information on the Web about concurrent programming with Java (or with other languages on the JVM). This post is a list of links I have found helpful and/or interesting.

Book: Java Concurrency in Practice
Sun Java Concurrency tutorial
Sun Swing Concurrency tutorial
Chet Haas: why multi-threading complicates programs
Jenkov's Java Concurrency tutorial
Clojure - concurrent programming (OOP and threads: you're doing it wrong!)
Rich Hickey's InfoQ presentations (about clojure, state, concurrency)
More of Rich Hickey's Clojure / concurrency talks at blip.tv
Sean Delvin's introductory series on Clojure 1.1