The Macaulay Library is making its prodigious collection of wildlife recordings available to the public. The archive includes 65,000 audio recordings and 18,000 video clips. Birds are not the only animals in the archive, but they are very well-represented. The archives are searchable by English or Latin species name, and results can be restricted to a particular subspecies.
The recordings can be found at www.animalbehaviorarchive.org.
One great advantage of these recordings, in contrast to CDs and online bird guides, is that they make it possible to hear the wide variation in bird vocalizations. Several recordings listed for Cerulean Warbler, for example, are of an odd individual that sings with the voice of a Cerulean, but with the cadence of a Black-throated Green Warbler. It looks like a great tool if you want to study the vocalizations of a particular species.