Lua:

CScriptObjectGame_Reference

CScriptObjectSystem_Reference

User tutorial about LUA

Lua Manual 

C++:

Build CryGame using Visual Studio 2003

Building crygame with codeblocks

Installs:

Install Creator Tutorial

3D-MAX:

Character rigging tutorial

Complete Weapons Tutorial 1.0 by Jak Carver

Explorer of all object stuff in Far Cry 1:

Bible Sanbox

EditorSandBox: 

Manual for Editor by Aeon & Swoop

Editor Manual

Collection of another tutorials(including moprh tutorial in 3dmax): 

 Tutorials collection

You can also check other more extensive topic with tutorials by community: 

Community tutorials

Tutorials for tools and game with sandbox etc.....