*Updated to include Seattle Code Camp (per Z-man)

Seattle Code Camp - October 27-28th
There are many XNA sessions including:

 

Toronto Game Camp - November 11th
Daniel Shapiro from Microsoft Canada is hosting a free 1-day Game Camp for students, teachers, and hobbyists in Toronto that will show off how to create games using XNA Game Studio Express. Sign up while there are still seats available! I'd love it if this came to Seattle :)

Intro to the SpaceWar Starter Kit and the XNA Framework - On-Demand Webcast
This webcast walks developers through the SpaceWar Starter Kit, a fully built multiplayer 2D space shooter game and the key components of the XNA Framework. Watch it now