You can take a look at the Microsoft blog about SQL Server Query Processing, which discusses some SQL Server internals. (The originally linked Craig Freedman blog has been moved there.) Just browse for the interesting topics. If I understood it right, he also wrote some chapter for the already mentioned book series "SQL Server Internals".
You can search the above linked site for the following topics to shed some light on how the different JOIN algorithms work internally:
- Nested Loop Join
- Hash Join
- Merge Join