Gradshteyn and Ryzhik contains a large collection of results. Other useful resources include the CRC Standard Mathematical Tables and Formulae and Abramowitz and Stegun. A&S contains many identities concerning specific integrals, which are organized with the most relevant topic instead of being collected into a separate table.
There are several web sites which have tables of integrals, and at least two which offer integrals on demand.
References
Milton Abramowitz and Irene A. Stegun, eds. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. New York: Dover, 1972.
Alan Jeffrey and Daniel Zwillinger, editors. Gradshteyn and Ryzhik's Table of Integrals, Series, and Products, sixth edition. Academic Press, 2000. ISBN 0-12-294757-6. Errata. (http://www.mathtable.com/gr)(Several previous editions as well.)
Daniel Zwillinger. CRC Standard Mathematical Tables and Formulae, 31st edition. Chapman & Hall/CRC Press, 2002. ISBN 1584882913. (Many earlier editions as well.)
External links
Integrals on demand
The Integrator (http://www.integrals.com)(at Wolfram Research)
TILU Table of Integrals Look Up (http://torte.cs.berkeley.edu:8010/tilu)(maintained by Richard Fateman)