This is propably the best site there is, many tutorials with delphi source
http://nehe.gamedev.net/

Then i would point out this link for the latest OpenGL 1.9 header (Library section under Files) and lots of demos too. Too bad it's mostly german site
http://www.delphigl.com/

Those sites i used when creating GLEngine (under development), in some level as easy as DelphiX but faster and better graphics...