Bugtraq - Malicious Code Reports
Center for Internet Security
-  Malicious Code Reports
Computer Security Resource Center  (CSRC) - Division of NIST
- Provides reports on the latest computer attacks
Federal Cybercrime
 - Computer crimes and Intellectual Property information
Help Net Security
- Provides security advice
Internet Storm Center - Reports the latest security issues
Internet Traffic Report - Shows the latest updates on Internet traffic

Microsoft Security Bulletin

United States Computer Emergency Readiness Team (US-CERT) Security Alerts