There are a lot of great resources on the web. Here is a small, curated, list of the best.

Propellerhead Discovering Reason Series - great tutorials on everything, including an exhaustive multi part tutorial on Thor.
Propellerhead YouTube Channel - check out James Bernards 52 weeks of Reason tips and tricks.
Reason 101 - for the more adventurous user, these are some advanced tutorials.
Malstrom tutorial - best on the 'net.

Bernie Kenerson - Bernie is one of the most prolific and accomplished players you will run into. His innovative work on the EWI is something you definitely don't want to miss. He has done extensive work with Reason and the EWI, with 3 Thor based ReFills to his name, and numerous albums and recordings. 
Wind Controller FAQ - best on the 'net.
Bret Pimentel  - Nice, practical articles on using the wind controller professionally. Be sure to check out the more general music biz and doubling blog entries as well.
EWILogic - John Isley's new web site devoted to using your EWI with Apple's Logic. 
Dan's Native Instruments 'Massive' Tutorial - Even though this is not a Reason tutorial, I thought I would post it here. Our good friend Dan Perez did a great job explaining synthesis techniques and walks you through creating a patch with Native Instruments 'Massive' synth.