W. Richard Stevens, TCP/IP guru and general good guy, has created the TCP/IP Pocket Guide; this reproduces several diagrams from his books, including IP, TCP and UDP header diagrams and the TCP state diagram. You can see a low-res version of the latter diagram in my Debugging TCP article.

If you do not have a Postscript printer, you can display and print these files with the freely-available Aladdin Ghostscript package.