This is the top page for all of Apple's documentation on Cocoa. If you are unfamiliar with Cocoa, it is a good place to start.

This is one of the two most important Cocoa references; it covers all of the basics, except for GUI programming. This is a reference, not a tutorial.

This is the other; it covers GUI programming with Cocoa in considerable depth. This is a reference, not a tutorial.

This is the site which the above two documents are found on; go here to find the documentation on any other Apple API. Also go here if you need general guidance about OS X, Carbon, Cocoa, Core Foundation, or Objective C.