Civ 4 Python API:
This page is an API for in-built python commands for Civ 4. It is not entirely accurate - some commands have incorrect variables shown, and some don't exist.
Apolyton Forum Thread:
http://apolyton.net/forums/showthread.php?s=&threadid=140611
Website:
http://civilization4.net/files/modding/PythonAPI/
Download:
http://civilization4.net/files/modding/PythonAPI.zip
Civ4Wiki.com:
A Civ 4 wiki. Although it contains some general Civ 4 information, it has (or will have... it's under construction - please contribute!) a referance for all the xml tags, in all the xml files. As well as some python information.
http://civ4wiki.com/wiki/index.php/Main_Page
Modiki:
Another wiki, this one designed more specifically for mods. It has a good python starter tutorial (by Jon Shafer, Firaxis), and some good hints/tips for scenario design, map making and concepts. This and Civ4Wiki are likely to be combined in the near future (hopefully).
http://modiki.apolyton.net/index.php?title=Main_Page
Have fun!