The Tree of Life Web Project is an amazing database that is attempting to reconstruct the evolutionary history of life on Earth. Essentially, the Project is a database of cladograms. The amount of information there is enormous and the various terms that are used to describe the groups of organisms can be daunting, but it is a fun place to explore (well, I think it's fun anyways). Here are a few links to help you start your exploration (and fun)...
(tip: you can click on the triangle at the base of any cladogram or the "containing group" link to go back in evolutionary time)
Placental Mammals - most "traditional" mammals
Diapsida - not many cladograms here, but follow the links to see the unexpected bird relationships
Animals - from sponges to humans
The Tree of Life homepage