The Cambridge Dictionaries Online, the Macmillan Dictionary, the Oxford Dictionaries and many others offer this feature.
In addition, students have at their disposal some online pronunciation dictionaries like Forvo or Howjday, which come in handy when we want to find out how names are pronounced.
A few weeks ago Jeffrey Hill posted on youglish on The English Blog. youglish uses YouTube videos to illustrate how words are pronounced. The videos come complete with subtitles and youglish sports a repeat button so that we don't have to rewind the video to hear the word again. We can even specify whether we want the British, American or Australian English pronunciation.