Rhino Mocks seems to be one of the most preferred mock frameworks out there.

Phil Haack, CodeBetter and Markitup have article showing how to test events on interfaces (x2) and objects in Rhino Mocks respectively.

They even have some videos up showing some Rhino Mocks stuff.

Haack also has a nice example of using MVP and Rhino Mocks to test some asp.net pages.