Become an Xcoder: Start Programming the Mac Using Objective-C
Become an Xcoder: Start Programming the Mac Using Objective-C by Bert Altenberg, Alex Clarke
and Philippe Mougin is a programming book for absolute beginners. It introduces basic programming concepts, object oriented programming and more. It's available as a free PDF in English, Spanish, French, German, Japanese, Chinese and Arabic. Only the English version has been updated for OSX Leopard, the others are based on Tiger.
Objective-C 2.0 Essentials
Objective-C 2.0 Essentials by Neil Smyth is an introduction to Objective-C available for free online. Only the HTML format is free, those wanting an ePub, PDF or Kindle version will need to buy a copy. It's suitable for beginner programmers, or those with some programming experience.
Learning Cocoa with Objective-C
Learning Cocoa with Objective-C by James Duncan Davidson. This is based on OSX Jaguar, released in 2002 - so it's a little outdated. The full text is available online, but if you want formats other than HTML you'll need to shell out for a paid version. It's meant for those with experience with object oriented programming.
The Objective-C Programming Language
The Objective-C Programming Language is an introduction to Objective-C from the official Apple website. It assumes some familiarity with C and experience with object oriented programming.
Bonus: Objective-C for Java Programmers
Objective-C for Java Programmers is a tutorial by David Chisnall for experienced Java developers wanting to learn Objective-C.