Here is a non-exhaustive list of hacking challenge sites.
x86 binaries Exploitation
Linux wargames:
http://intruded.net/
http://www.overthewire.org/wargames/
http://smashthestack.org/
https://sm0k.org/dojo/vanilla.php
http://community.corest.com/~gera/InsecureProgramming/
Windows vulnerable binaries:
http://sourceforge.net/projects/virtualhacking/files/apps@realworld//
Web application
Beginner level:
http://google-gruyere.appspot.com/ (VM/code)
http://sourceforge.net/projects/dvwa/ (VM)
Realistic:
http://www.badstore.net/ (VM)
http://www.hackthissite.org/pages/index/index.php
SQL injections :
http://hackit.sh4ka.fr/
http://50.57.51.240/challenges/
Crackme
http://www.try2hack.nl/
http://crackmes.de/
A little bit of everything :)
http://securityoverride.org/news.php
http://www.zenk-security.com/
http://n-pn.info/
http://www.newbiecontest.org/
http://www.root-me.org/
http://wargame.nuitduhack.com/
Miscellaneous (not tried yet)
http://0x41414141.com/
http://real-forensic.com/
http://hackbbs.org/index.php
http://wiki.pythonchallenge.com/index.php?title=3DMain_Page
http://www.securite-info.org/
http://securitytraps.no-ip.pl/
http://www.try2hack.nl/
