KPixie.com - K Pixie is a great small online yarn company that features many vegan yarns. They usually have at least several vegan yarns in their sale category. I know that you can get all of this yarn elsewhere but I really like the site layout and they are very nice. Some of their offerings include hemp, Blue Sky Alpacas cotton, recycled vegan sari yarn, Habu textiles which includes linen, paper, and cotton yarn, and Southwest Trading company yarn. They also have a very nice selection of books, accessories, notions and patterns.
Vegan Unlimited - This great company is owned by two members of my local vegan group, and the website is really nicely designed. They have a great selection of vegan products in all different categories. They have expanded their site in the last year to include a blog, vegan Q&A, "Ask a vegan", and other features like a vegan resource guide.