Tutorials from Martin Goulding:
Martin has put together an awesome series of legato exercises. Make sure you download all the PDFs and sound clips for each level!

Legato Level 1
Overview
Sheet music 1a
Sheet music 1b
Sheet music 1c
Sound clip 1 for sheet music 1a
Sound clip 2 for sheet music 1a
Sound clip 1 for sheet music 1b
Sound clip 2 for sheet music 1b
Sound clip 1 for sheet music 1c
Sound clip 2 for sheet music 1c

Legato Level 2
Overview
Sheet music 2a
Sheet music 2b
Sheet music 2c
Sound clip 1 for sheet music 2a
Sound clip 2 for sheet music 2a
Sound clip 1 for sheet music 2b
Sound clip 2 for sheet music 2b
Sound clip 1 for sheet music 2c
Sound clip 2 for sheet music 2c

Legato Level 3
Overview
Sheet music 3a
Sheet music 3b
Sheet music 3c
Sound clip 1 for sheet music 3a
Sound clip 2 for sheet music 3a
Sound clip 1 for sheet music 3b
Sound clip 2 for sheet music 3b
Sound clip 1 for sheet music 3c
Sound clip 2 for sheet music 3c