The main Python website, loads of useful information on here.
This website introduces you to a set of modules designed for writing games in Python. I have written a couple of blogs which will help you get started in Pygame.
For me this was the best way to learn Python. By the time I was through the "Invent Your Own Games With Python" I was well on my way to being able to program in Python.
More involved than I was initially expecting, and the online material had a few hiccups which I am sure are now ironed out. Great fun and looked into many concepts of Computer Science.
A free on-line book. Not one I have used, but have heard a lot of positives about it.
Again not one I have used, but very good reviews from those who have.
A lot of free Python Books!
The official Style Guide for Python Programming. Definitely worth reading.
Another free on-line Python book.
How to think like a computer scientist. A free Python book introducing Python to beginners.
A really handy Python cheat sheet to refer to.