Chapters from "Inside the Java 2 Virtual Machine":
http://www.artima.com/insidejvm/ed2/index.html
"Under the Hood" articles by Bill Venners
http://www.artima.com/underthehood/index.html
There's also "Jasmin", an assember for JVM, if you want to get your hands dirty and try low level programming with the JVM.
http://jasmin.sourceforge.net/