An Introduction to Lambda Calculus and Scheme

[paulgb]

http://www.jetcafe.org/jim/lambda.html

[gnosis]

A much more thorough, free book along similar lines is:

"An Introduction to Functional Programming Through Lambda Calculus"

http://www.macs.hw.ac.uk/~greg/books/gjm.lambook88.ps

There's also this:

"Introduction to Lambda Calculus"

by Henk Barendregt , Erik Barendsen

http://citeseer.ist.psu.edu/barendregt94introduction.html