Here is list of some useful resources regarding OpenBSD Packet Filter:
PF User’s Guide by by Wouter Coene
NAT with pf by Jacek Artymiak
Securing Small Networks with OpenBSD by Jacek Artymiak
Firewalling with PF by Peter N. M. Hansteen (norwegian version, pdf, and slides available, too)
A Newbie’s Guide to Setting up PF on OpenBSD by Eric Bullen
A Beginner’s Guide To Firewalling with pf
Guide to OpenBSD Packet Filtering Firewalls by Roger E. Rustad, Jr.
A Step-by-Step Guide to Building an OpenBSD PPPoE Gateway, with Firewall by Real Ouellet
OpenBSD firewall using pf by Hoang Q. Tran
Building a Firewall with OpenBSD by Richard Welty
Transparent Packet Filtering with OpenBSD by Nate Underwood
How-To Harden OpenBSD Using Packet Filter by GeodSoft
Using OpenBSD As A Firewall/Gateway for Home DSL or Cable by Shamim Mohamed
OpenBSD Bridging Firewall Configuration by Jeremy Mates