You can use the Archie system to obtain a list of anonymous FTP sites and files available on each site.

Many FTP sites are protected. Unlike anonymous FTP sites, these restricted FTP sites can only be accessed by individuals who enter a valid username and password.

Anonymous FTP FAQ
Good introductory FAQ on FTP and anonymous FTP. There are sections on what it is and how to use it, including commands and listing of different file extensions. There is also information on Archie, Using FSP, Gopher, WAIS, and the World Wide Web to access archives.

How to Use Anonymous FTP
Request for Comments document (1635) describing how to use anonymous FTP.

WU-FTPD Resource Center
Contains information specific to WU-FTPD, as well as general information about FTP and anonymous FTP servers.