The annual ICTS schools on Gravitational Wave Astronomy, being held yearly since 2013. Topics covered include GW detector science to data analysis to theoretical astrophysics. All lectures, problem sets, assignments are openly available.
bilby and bilby_pipe are open-source, easy-to-use packages that make it possible to do bayesian parameter estimation on gravitational-wave events. We organized an two-day online workshop in August 2020 at ICTS concentrating on these. Overview lectures by Gregory Ashton can be found here and more resources can be found here.
A series of reviews on Data Analysis Recipes by David Hogg and collaborators. These are extremely fun to read through, while also being highly illuminating about the very basics of things.
The Open Astrophysics Bookshelf contains a few full-length textbook-like documents on star formation, computational hydrodynamics etc. I have read the one on Introduction to Computational Astrophysical Hydrodynamics by Michael Zingale and it is fantastic.