Massachusetts Institute of Technology: S. Amarasinghe and M. Rinard's "Specifying Languages with Regular Expressions and Context-Free Grammars"

Study slides 9 - 33. These slides describe and give examples of regular languages/regular expressions and their corresponding finite state machine.

Click http://web.archive.org/web/20120226032901/http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-035-computer-language-engineering-spring-2010/lecture-notes/MIT6_035S10_lec02.pdf link to open resource.