This free online video program, "demonstrates how to determine the probability of any number of independent events, incorporating many of the same concepts used in previous programs. An interview with a statistician who helped to investigate the space shuttle accident shows how probability can be used to estimate the reliability of equipment."
In this demonstration a scatterplot is displayed and you draw in a regression line by hand. You can then compare your line to the best least squares fit. You can also try to guess the value of Pearson's correlation coefficient.
This worksheet activity teaches random sampling and theoretical probabilities by simulating the effects of randomly assigning newborn babies to their mothers. Students will perform trials and keep track of results, then use the information to deduce properties of random sampling. The relation website is an applet that simulates the process automatically.