<p>Caltech does too, it’s just hidden from view:</p>
<p><a href=“http://www.math.caltech.edu/courses/1term06.html[/url]”>http://www.math.caltech.edu/courses/1term06.html</a></p>
<p>(Altering the URL will bring you to other years/quarters.)</p>
<p><a href=“http://www.pma.caltech.edu/GSR/physicscourses.html[/url]”>http://www.pma.caltech.edu/GSR/physicscourses.html</a>
<a href=“http://chemistry.caltech.edu/courses/index.html[/url]”>http://chemistry.caltech.edu/courses/index.html</a></p>
<p>I once tried to study by means of MIT OpenCourseWare and found it very ineffective. Many of the classes are quite easy, and they don’t seem to cover very much. The problem sets on OCW are only useful if you’re taking the corresponding class in high school. For example, last semester in my Multivariable Calculus course, using the MIT OCW Problem Sets for 18.02 was extremely helpful in expanding the course to material it usually wouldn’t cover, like applications to physics.</p>
<p>The problem with OCW is that sometimes it is a VERY good source, but sometimes it’s incredibly low quality and nearly useless. It just so happened that the Calculus 3 OCW course was quite high-quality.</p>
<p>And on a side note, whoever set up MIT’s video lectures was just an idiot. RealPlayer? Are you kidding me? I didn’t find them particularly helpful anyway, but I’m sure some people can benefit from them.</p>
<p>OCW generally has its up and downs, but I wouldn’t classify it as a great resource in studying independently. Even a second-rate textbook would be better than most of the stuff on there. If you can get a hold of one of the textbooks for one of the high-quality OCW projects, it’s not such a bad idea, but otherwise, I wouldn’t even consider it. Harvard and Yale’s sources aren’t particularly appealing either.</p>
<p>A great resource I found is the book that Caltech uses for its freshman calculus course (which is actually the same book used in MIT’s Honors Calculus course). For the more advanced student of calculus, this is really a great book for independent study. The MIT Honors Calculus course (i.e. Calculus with Theory) on OCW is pretty low-quality, so I wouldn’t recommend using any of the resources presented there, but using the book together with the problem sets on the Caltech website is an excellent way to learn. 
In general, I’ve only done independent study in mathematics, so I don’t know how this works with other courses, though.</p>
<p>When I was doing work in physics for a very short time period, I was looking through the MIT OCW material, and it looked quite nice, so perhaps OCW is the way to go if you want to study physics. I looked a bit through the Caltech online physics material, and nothing’s particularly impressive, so this supports the notion that OCW is the way to go. (That’s directed to adam_dewitt7, in particular, since he seems to be more of a physics student than a student of mathematics.)</p>