There is the offical documentation:
http://dev.w3.org/html5/webstorage/
For a quick demo with code: http://html5demos.com/storage also more html5 demos at the root of that site.
Note there are also things like the YUI 2 Storage Utility which abstract the storage for you (HTML 5, Google Gears, SWF) depending on what the browser supports:
The Storage Utility provides a
mechanism for storing significant
amounts of textual data, client-side,
whether or not your browsers supports
the proposed HTML 5 Storage
specification.