Illustrated Tutorial on how to use GIT through msysgit on windows.
An old but indepth tutorial on using P4V.
A tutorial covering the basic usage of mercurial for version control.
An online book that goes in deep with mercurial for source control.
Older tutorial on how to get up and running with Subversion through tortoiseSVN.
Tutorial on how to use GIT for Version control with the Source SDK
Detailed Tutorial covering how to use Perforce to control your Source Code and Assets.
Concise Tutorial covering the basics of using GIT in a windows environment with a GUI.
Introductory tutorial on how to use Tortoise SVN for versioning files.