Yes there are loads, i gave never done any of these myself though. You can find loads of advice for free and i would think it is better to do a 'real' course (not on the internet) as this way you will get to try things yourself but here are a few sites:

http://www.filmschoolonline.com/
http://www.writingclasses.com/index.php - for writing rather than filming

Thanks
Rob - UK

What kind of focus are you looking for -- how to make films or how to have a career as a filmmaker?

How to make films. (Currently, I have a career in finance... need to do something more exciting!)

Thanks for all the info.

Finance is a really interesting background for an aspiring filmmaker! I actually got into finance AFTER being a filmmaker...it's really good stuff to know.

To your question of learning to make films, I think the best and only way to learn is the hands-on approach of making them, starting with writing a good script. Get the book on screenwriting "Save The Cat" by Blake Snyder. He boils it all down in a really useful way.

Whether you do it through a workshop or more formal series of classes, I highly recommend making lots of little films so you get a feel for what works and what doesn't.

Go to tons of movies and notice the shots, editing, sound, pacing, music, etc. And then make more little movies and show them to your friends and family and see what they say. Get all the crappy stuff out of your system so you can get to the good stuff.

Make your movies with the things easily found around you -- no need to spend lots of money on locations or props, etc. Shoot and edit on video.

One thing I'll say is a film school degree doesn't mean much in Hollywood, in case you're interested in that.

And keep us posted!!