I came across the following game linked off the Anti-phishing Working Group’s web page. It’s an educational game that teaches users how to tell the difference between a legitimate web site and a malicious website. While some of the advice is a little cumbersome (such as having to do research using Google or Bing), it is highly entertaining and you can learn a thing or two.
It also lets you test your anti-phishing skillz.
Check it out.