This should be the first phase of your collision detection algorithm. It finds out which pairs of objects MAY collide and cull away those which can't.
Pairs which may collide are then passed to the narrow phase.
You have a pair of two objects and you need to determine whether they collide or not. And if they do, you need to gather some useful info about the collision.
Real-Time Collision Detection
(last update 5.December 2007 14:53)
...is a book by Christer Ericsson.
It's worth the money and a really good start.
jnrdev tutorials
(last update 6.December 2007 23:32)
If you are making a tile-based jump and run game, definitely take a look at these tutorials!
Fast Collision Detection for Deformable Models using Representative-Triangles
(last update 15.April 2008 22:14)
Haven't read this one. Targeted to 3D soft body simulations.
C++ SOLID
(last update 2.December 2007 11:49)
..is an open source collision detection library written in C++.
It operates in 3 dimensions.
Coveres both broad phase (SAP) and narrow phase.
C++ OPCODE
(last update 6.December 2007 20:9)
...is another open source collision detection library.
It says it is better then SOLID and RAPID, but you have to make your opinion by yourself:)