Directories

The Gamers' Keep Calendar of Events - Home of the Concentric webring (gamecon). A well-maintained list, although there are quite a few non-gaming conventions in there, or conventions where gaming is a minor part of what's on offer.
http://members.tripod.com/~Fugli_Troll/Calendar/index.html

Falcon Science Fiction and Fantasy Society - Promoting science fiction and fantasy in Nova Scotia through game cons, writing contests, artwork, costumes.
http://www.angelfire.com/hi/falconsociety/

UK RPG Convention Calendar - Upcoming roleplaying games conventions in the British Isles.
http://www.philm.demon.co.uk/RPGs/conventions.htm

Rocky Mountain Benefit Gamers Association - Raises money for small, local charities in the Rocky Mountain region, typically by holding various events throughout the year, many of which are gaming (like board games and role-playing games, not gambling) related.
http://bengames.org/

Gaming Convention Listings by Jenga - One of the most complete game convention listing sites, with good searches.
http://www.geocities.com/jengacons/

The SF Site: Conventions - Science-Fiction gaming convention calendar.
http://www.sfsite.com/depts/cons01.htm

RPGA Convention Calendar - Webpage goes to current month of official RPGA activities in the United States.
https://events.wizards.com/RPGAWeb/external/calendar.asp

Steve Jackson Games - Convention and Trade Show Schedule - Listing of events submitted to Steve Jackson's list, from all over the world.
http://www.sjgames.com/con/index.html

RPG Registry - Huge database of role-playing Conventions, players, and games - both online and offline.
http://www.rpgregistry.com