Use the source, Luke.
No, but seriously I found that building Node.js from source, running the tests, and looking at the benchmarks did get me on the right track. From there, the .js files in the lib directory are a good place to look, especially the file http.js.
Update: I wrote this answer over a year ago, and since that time there has an explosion in the number of great resources available for people learning Node.js. Though I still believe diving into the source is worthwhile, I think that there are now better ways to get started. I would suggest some of the books on Node.js that are starting to come out.