There are many great resources to learn functional programming available on the web.
A great one to start is the great series Functional Programming Fundamentals by Dr. Erik Meijer on Channel9.
This is chapter one, but make sure you watch the other ones, too (see link above).
Another, more recent post is an interview with Tony M. and Runar B. :
Those guys are also working on a book which uses Scala to explain concepts of functional programming which is very well worth a read!