Other resources
The Distribution Explorer is meant to be a an easy-to-explore catalog of some of the most widely used probability distributions. Other similar resources exist.
Michael Betancourt’s Probabilistic Building Blocks is similar to this app, but goes into more depth of the probability theory. (Highly recommended!)
Ben Lambert’s and Fergus Cooper’s excellent Distribution Zoo is quite similar to this resource.
Chapter 3 of Seeing Theory allows for interactive exploration of distributions using some pretty slick D3 visualizations.
The Distributome also allows for interactive exploration of distributions.
Chapter 23 of David MacKay’s book is also a useful reference for probability distributions.
Most books in probability and statistics have an appendix with a convenient list or table of probability distributions. The one in the appendix of Gelman, et al.’s Bayesian Data Analysis is quite good.
Finally, Joe Blitzstein’s teaching on connecting distributions to stories is excellent. You can check out his book with Jessica Hwang and his famous Stat 110 course.