Learn regex the hard way by Zed A. Shaw.
From the preface:
This is a rough in-progress dump of the book. The grammar will probably be bad, there will be sections missing, but you get to watch me write the book and see how I do things.
Finally, don’t forget that I have href{http://learnpythonthehardway.org}{Learn Python The Hard Way, 2nd Edition} which you should read if you can’t code yet.
Exercises 1 – 16 have some content (out of 27) so it is incomplete but still a goodly amount of material.
Zed has other “hard way” titles on:
Regexes are useful all contexts so you won’t regret learning or brushing up on them.