References
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See http://en.wikipedia.org/wiki/Monads_in_functional_programming as the primary source of references.

This link: http://db.ewi.utwente.nl/Publications/PaperStore/db-utwente-0000003696.pdf was a complicated, boring but comprehensive explanation. of monadic terminology used in programming... but it's now gone.

In Haskell, u is called return, and m is called combinator, or 'join'.

Haskell books mention List as an example of a monad, and have a rather special interpretation of State Machine Monad.

Another example of a monad is Google's map/reduce.

This course translated into Russian, on habra