3DS Max

Creating Clouds with VRayEnvironmentFog - by Francesco Legrenzi

V-Ray Tutorials, Documentation, etc.

V-Ray Crash Course - CG Meetup
DMC Sampler Breakdown - by Interstation 3D
Linear Workflow for V-Ray for Maya - by Ashish Dani
V-Ray Skin Setup - by ZBrushCentral user "montyband"
Fur & Hair Material Breakdown - by John Chen
Making Leaf Materials with VRay2SidedMtl - by Peter Guthrie

Houdini

An Artist's Approach to Fur in Houdini 13 - by Andrew Browne
H13 Masterclass|Lighting & Rendering - by SideFX Software

Other resources

Professor Deborah Fowler - Houdini, Python, Vicon, Massive
Fundza - Renderman & CG Resources (Professor Malcolm Kesson)
Akin Bilgic - Detailed ZBrush & V-Ray tutorials