Cambridge International Dictionary of Idioms (comprehensive, good for searching):

http://dictionary.cambridge.org/Default.asp?dict=I

Dictionary of English Idioms & Idiomatic Expressions, from UsingEnglish.com (comprehensive, good for browsing):

http://www.usingenglish.com/reference/idioms/

These other two are more selective, but they list the phrase origins:

The Idiom Site

http://www.idiomsite.com/

Idioms listed in the New Dictionary of Cultural Literacy, Third Edition, available from Bartleby.com:

http://www.bartleby.com/59/4/

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