If you're looking for an "encyclopedia of algorithms," it'd be hard to go wrong with Encyclopedia of Algorithms. I can't say that I've read it (at $399, it's cheap for an encyclopedia), but the blurb looks promising:
The Encyclopedia of Algorithms provides a comprehensive set of solutions to important algorithmic problems for students and researchers, including high-impact solutions from the most recent decade.
Someone already cited Steven Skiena's The Algorithm Design Manual, but I don't think anyone has yet mentioned Skiena's associated web site, The Stony Brook Algorithm Repository. From the web site:
This WWW page is intended to serve as a comprehensive collection of algorithm implementations for over seventy of the most fundamental problems in combinatorial algorithms.
The book is more than just a catalog of known algorithms; it's also a sort of tutorial (in the best sense of the word) on how to decide which algorithm to use to best suit your problem and situation. The repository, on the other hand, is more encyclopedic in nature. It doesn't necessarily contain a lot of detail about how to implement each algorithm yourself, but it does explain what the algorithm does and how it works in general, readable terms often taken from the book, and it provides links to actual implementations for each algorithm.