There's a handy Intel Intrinsics Guide for Mac/Linux/Windows at http://software.intel.com/en-us/articles/intel-intrinsics-guide - it covers all Intel SIMD stuff from MMX through the various flavours of SSE up to AVX2 et al.
You can also get the following PDFs from Intel:
Intel® 64 and IA-32 Architectures Software Developer’s Manual, Volume 2A: Instruction Set Reference, A-M (253666-021)
Intel® 64 and IA-32 Architectures Software Developer’s Manual, Volume 2B: Instruction Set Reference, N-Z (253667-021)
Intel® SSE4 Programming Reference (D91561-001)
UPDATE
There is now an online version of the intrinsics guide, so you no longer need to install anything, and it's always up-to-date.
