Action Racing Online - South African online database. Offers a mix of South African & European pedigrees online. Has great stakes race history database. Great site with plenty of information. Some features require you to register first.
All Breed Equine Horse Pedigree Search - A mostly non-Thoroughbred database that's good for looking up Quarter Horses and other breeds. Offers a fairly large database of over 150,000 horses and caters to any breed of horse.
Arion Pedigrees - Use this as a first choice to fill in any gaps you find in the Australian Studbook. Arion focuses primarly on New Zealand. A very complete and large database with lots of information that you won't find on Del Mar.
Australian Studbook - The official Australian Studbook online. Contains at least 600,000 thoroughbreds... mostly from Australia or New Zealand. A great place to look with tons of information. One note, when they list two possible sires for a specific horse, assume that the primary sire they list in the pedigree is incorrect and that the alternate is the most likely sire.
Daily Racing Form Watches - If you are a member of DRF then you can use the service to obtain pedigree information. Simply ask to add a horse and choose the 'Partial Match' option. This will bring up all matches (and partial matches) which lets you view the pedigree for all horses matching the text you entered in.
Del Mar Pedigree Query - Offers a large searchable database that's growing all the time. Has the ability to display 9 generation pedigrees, female families and progeny of specific horses. Also has a very complete photo database and the ability to instantly add horses if they aren't in the database. All Free and defintly the best free online pedigree database. This is the replacement for Albin Warth's pedigree database.
Irish Racing - Use this for modern English and European horses. While you won't find much information for horses born before 1960 or so, it's great for the past 40 years. The best feature though is their racing results database. It's very complete and offers a ton of information for horses currently running in the U.K.
Japan Bloodstock - Follows graded winners from around the world. Their database is limited to the top horses, but the information they offer for those horses is very nice. Their JB Tables are especially nice for viewing the prominent members of specific families through history. They also offer results for all world graded stakes races.
Nearco Italian Pedigrees - An Italian pedigree query. Five generation queries for a some horses. Not a ton of information, but maybe it has what you're looking for.
Racing Post Database - See the Database Search option on the menu. Offers pretty much the same information that the irish racing site offers, but their race results section isn't as good as the Irish Racing section. Only recommended if the horse you are looking for can't be found on the Irish Racing site.