Official sites

UFO-Aftermath.com
This is the official UFO: Aftermath site, and it's very up to date. You'll find news, downloads, reviews, support and forums there amongst others.
UFO-Aftershock.com
This is the official UFO:Aftershock site. Like the Aftershock site, it has all the features listed above and more.  
UFO-Afterlight.com
This is the official UFO:Afterlight site. Recently updated to include features, press, gallery, downloads and a forum.
ALTARgames.com
ALTAR games developed UFO, and this is their official site. You can find a company profile, games portfolio and contact information amongst others.
Cenega.com
Cenega published the UFO series. You'll find news, relevant downloads, contact information and more on their pages.

Fan sites

General sites (cover more than one game)

Commanderx.xcomufo.com (EN)
This site has screenshots, features, FAQ, developer diaries and more. It also contains information on the X-Com games. Well worth a look!
TaktikZone.de (DE)
This site covers several strategy games for German fans. The UFO series is one of them, and it has a lot of good content. Interviews, developer diaries, forums to mention a few. They also post news on Aftershock and Afterlight and will probably have sections up for them soon.

UFO: Aftermath

Cato.hyperlink.cz (CZ)
This is a Czech fan-site. It's been inactive for a while, but you can find screenshots, downloads, cheats and more there.
UFOAftermath.mysteria.cz (CZ / EN)
This site is available in both Czech and English. It contains screenshots, ufopedia, cheats and more.
UFO-Aftermath.de (DE)
Another German site. This hasn't been updated in a while, but you can find some news, a FAQ, a forum and some downloads there.
UFO-Aftermath.prv.pl (PL)
This site haven't been updated in a while, but it has some nice stuff for the Polish fans. News, gallery, links, forum and more.

UFO: Aftershock

Russian Fan-site (RU)
This is a site in Russian dedicated to UFO: Aftershock. It has information on factions, weapons and so on, as well as news and screens.