See the ‘Using migrations to evolve your database schema without losing your data’ screencast.
Also, Kevin Clark has written a good introductory article.
Also, Richard White has written a couple short articles about how to extend migrations to use database specific data types here and here that migrations doesn’t support (such as bigint in PostgreSQL).
Apple’s Ruby on Rails tutorial incorporates migrations into the process it describes.
Finally, there are a pair of articles on migrations in this very wiki: the quick and dirty intro in UnderstandingMigrations, and the more in-depth version in UsingMigrations.