W. Richard Stevens, TCP/IP guru and general good guy, has made some of the excellent diagrams from his TCP/IP Illustrated series of books available for free. (The first link takes you to Addison-Wesley's web site: to the left of all the promotional verbiage, you'll find links to various "posters" in Postscript format. The second link takes you to my review of the TCP/IP Illustrated series.)

Also available is the TCP/IP Pocket Guide. I find the TCP/IP state diagram on page 2 of the Guide most helpful.

If you do not have a Postscript printer, you can display and print these files with the freely-available Aladdin Ghostscript package.