Where can I learn more advanced SQL programming to improve my ability in SQL?
I have reviewed the database AdventureWorks 2008 but I need more.
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Then try to solve those problems.
Solving real world problems is still the best practice you can have.
I think, Itzik Ben-Gan and Ken Henderson books may be very usable. As for websites, one of my favorite resource is SQLServerCentral.com. "Question of the day" concerned with T-SQL may help to improve your knowledge too.
A couple of good resources are SQL Course (for CRUD basics) and SQL Course 2 (which delves into aggregates, operators, and math functions). I've pointed several people to them - some without even any programming background - and they picked up the basics in just a few days.
Quick mention for Joe Celko's series of books on SQL. Some of it is a bit dated, but it's a solid grounding.
Get a book such as the SQL Certified Expert Exam Guide. Whether you take the test or not the books are designed to teach all aspects of SQL, particularly the more advanced usage.
And if you want a nice place to practice skills as you learn them, then
A really solid grasp of the fundamentals is the best starting point for advanced and basic SQL. You can download Itzik Ben-Gan's Logical Query processing poster here http://tsql.solidq.com/books/insidetsql2008/Logical%20Query%20Processing%20Poster.pdf. The poster helps you think about and write your SQL in a more logical and consistent manner. Also, probably quicker than most training courses that might take a week to get you up to the same level.
That is probably the single best aid for moving quickly and smoothly from basic SQL knowledge to doing the more advanced topics.
Itzik Ben-Gan's books are pretty good too, as well as the classic Joe Celko "puzzlers". But, almost everything involving "SQL development" revolves around that one poster - I have an A3 colour copy that goes on my wall. I also use it as basis for all SQL training.
You can try the following:
These have beginner, intermediate, and advanced T-SQL and SQL Server Management videos.