A good reference is the Radio Amateur's Handbook however it's not on-line. You will find good explanations of the various modes. You'll find block diagrams explaining what some of the sections do - but not down to component level.
I've been tempted to do this myself - there's a couple of "kits" that can be found on the web. They are either AM or AM/FM or FM radios. The circuit board and packaging is optimized for learning how the things work. Places like All Electronics, Ocean State Electronics, Jameco might carry them. I suspect that their instruction sheets include pretty good explanations. Try searching on educational kits.