cgshader.org has a few, although they're in cg format and need a little tweaking to work as .fx they're good
to be honest that's the only real source i know of on the net, there isn't exactly an abundance and people aren't very helpful there ... i should know i'm one of the senior members and i gave up bothering to help people there long long long ago lol
however you might be interested that alot of games that use shaders tend to include them and name them something else.
NFS Underground for instance renames them .fxc

so they're very easily obtainable from real games.
lemme know if there is anything in particular you need help with.
i was toying with the idea of starting up a sit that offered working shaders (for like a nominal free ofcourse) so they could just plugin and play. But no one seemed interested so, ya know not enough possible business to make it worth my while wasting alot of thankless hours ya know

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