Massachusetts Institute of Technology has made it their mission to provide their courseware, lectures and assessments, freely available online. Browse their catalog of physics courses and limit to video or audio to find classes with lectures that you can follow.
You can follow classes for free on edX, a Massive Open Online Course (MOOC) provider, founded and governed by MIT and Harvard. Included in the catalog are a number of physics courses at all levels. McGill University is a member of edX.
Founded in 2012 by computer science professors from Stanford University, Coursera now includes content from over 150 partners (Yale, Johns Hopkins, University of Edinburgh, etc.). Physics and astronomy courses are available, but also courses on writing and publishing in the sciences.
French language Massive Open Online Courses (MOOCs), from France and worldwide partners. Browse their physics courses.
Khan Academy is a collection of video tutorials that are completely free to watch. There is no need to create a login but doing so allows you to save where you left off and earn rewards, such as badges. It includes is a collection of physics lessons that start from the basics, as well as videos on cosmology and astronomy.
See more options in the Library guide to MOOCs and Open Education.