Most of the following gifs were collected from the SDSS DR1 page. Many of the M & L dwarf spectra were borrowed from Kevin Covey; a couple of the White Dwarf spectra were Nicole Silvestri's. I identified the Cataclysmic Variables and the late K stars while looking through some data.
You can download a .gif movie with all of the spectra here.
O star  | sd O  |
late O/early B  | sd late O/early B  |
B  | sd B  |
early A  | late A  |
late A/early F  | early F  |
late F  | early G  |
late G  | early K  |
late K  | sd K  |
M0  | M1  |
M2  | M3  |
M4  | M5  |
M6  | M7  |
M8  | M9  |
L0  | L1  |
L2  | L3  |
| L4 |
White Dwarf  | WD  |
hot WD  | magnetic WD  |
M Dwarf/White Dwarf pair | Cataclysmic Variable  |
CV  | Carbon Star  |
Carbon Star  | Carbon Star  |
