It used to be that "Sample Sale" meant a limited-time-run at some sketchy industrial space in the fashion district; up a couple of flights of stairs and mobbed with hopeful men and women, trying to get a mega-deal. These days, not so much. Sample sales have gone high tech and many are now held online, either directly on the retailer's website or through a 3rd party site like RueLaLa or Gilt Group.
Thanks to LA Stylist mom, I just got word of a new site, set to launch shortly, called ToVieFor. Specializing in shoes and accessories, this is one that definitely intrigues me. Here's the caveat though - many major sites like this (gilt group, gomattagirls.com, etc) have fairly strict return policies, so if you order something and its crap or doesn't fit, you usually can only return it for a store credit for that particular site. If that doesn't scare you, jump right in. There are tremendous deals to be had. What's even more fun is that the sales change on a daily basis so there's always something new to check out. Here's my cliff notes
Gilt Groupe - upscale brands (Marc Jacobs, JBrand, etc) pretty big variety; prices are higher b/c the brands are more expensive and things tend to sell out quickly.
Gomattagirls.com - emerging brands, lower priced brands. A lot of "eh" stuff with a few gems
RueLaLa- I haven't yet joined this one; boasts 70% off retail prices though
BadJoan - more like Gomatta girls; emerging designers, hit or miss, low prices
Beyond The Rack - good deals; more mainstream brands; things sell out quickly
There are many many more - ones for kids and babies, ones just for the home, ones for men, etc. Bottom line, read the return and exchange policies carefully and shop wisely. Check the size charts, google the brands to compare prices, all that good caveat emptor stuff. I actually created a separate e-mail address just to receive all of the upates from these places (they'll totally clog your in-box otherwise). Last but not least, have fun.