Baseball
FanGraphs.com
FanGraphs is the all everything baseball numbers website. The best thing that FanGraphs is known for is having a complete database of baseball players metrics. One of my favorite metrics in baseball is WAR or Wins Above Replacement. If that is not enough they even have heat maps of strike zone pitching locations. Tracking your favorite team has never been more analytically exciting.
Football
AdvancedNFLstats.com
Advanced NFL Stats is the best NFL analytics blog out there right now. Similar to FanGraphs there is a complete database of NFL offense and defense metrics. Advanced NFL Stats also does a good job of explaining the numbers behind the measurements. Football is no easy task to analyze team and player performance. This site does an excellent job of both. Also Advanced NFL Stats is keeping a database of play-by-play data.
Drive-by-Football
The up and comer of the NFL analytics blogs is Drive-By Football. Drive-By does a great job of explaining some of the harder math around determing team and player efficiency. One of the most interesting features is the Markov Chain Drive calculator which calculates likelihood of scoring scenarios drive-by-drive hence the name of the website.
Basketball
Wayne Winston blog
This blog's primary focus is on Basketball, specifically the NBA. Wayne Winston is definitely known as a prolific Operations Research professor. You may not know is that Wayne Winston consulted the Dallas Mavericks and other sports teams to help improve their franchises. Wayne talks about other sports from time to time as well. If you have not read Wayne Winston's book Mathletics: How Gamblers, Managers, and Sports Enthusiasts Use Mathematics in Baseball, Basketball, and Football