(Edit: Rx is now open source!)
Start by bookmarking the Rx hub on MSDN:
http://msdn.microsoft.com/en-us/data/gg577609
Especially the beginners guide and the .NET Resources and Community pages, which together provide several links to official videos, blog posts and articles, all of which are worth reviewing.
http://msdn.microsoft.com/en-us/data/gg577611
http://msdn.microsoft.com/en-us/data/gg577612
Next, bookmark the Rx forum. This is the official place to search for answers and to ask new questions:
(Edit: 10/3/2014 - There's still a lot of good stuff on the Rx Forum, though Stack Overflow appears to be more active now.)
Rx Forum
http://social.msdn.microsoft.com/Forums/en-US/rx/threads
Depending upon your current level of knowledge with Rx, you may want to continue by going through the official hands-on labs. They are a bit out-dated although differences between the labs and the latest Rx class library should be minimal. When you do come across differences, a quick search on the Rx forum will show you what changes need to be made.
Hands-On Labs
http://go.microsoft.com/fwlink/?LinkId=208528
For further reading, I recommend starting off with the official conceptual documentation:
http://msdn.microsoft.com/en-us/library/hh242985(v=VS.103).aspx
followed by the recommended design guidelines. This document is a bit outdated, although where there may be differences between the examples and the latest Rx class library, the purpose and reasons for the guidelines still apply.
Recommended Design Guidelines
http://go.microsoft.com/fwlink/?LinkID=205219
After that there's plenty of community resources to choose from. A new book has been written about Rx recently:
http://social.msdn.microsoft.com/Forums/en-US/rx/thread/813e56db-e410-4f35-8f72-1be34b08ce8a
[Edit (8/14/2012)]
Here's another new book. This one's written by Lee Campbell and is available online for free:
http://www.introtorx.com
[/Edit]
And here's a list of blogs and open source projects that may interest you:
http://social.msdn.microsoft.com/Forums/en-US/rx/thread/2cbd3b1c-d535-46ba-a9cf-3cd576a8e7c2
As for open source projects, I’m particularly fond of Rxx, and not just because I’m the co-founder and author along with James Miles. ;)