If you want a sample sale that you can actually get into, you should check out the Nanette Lepore sale, which runs until this Thursday, May 19. It's located at 225 W. 35th Street, and it's open from 9-7. It's pretty close to the Theory sale, so you could hit up both in one trip for extra savings goodness. In the past, I've found Nanette Lepore sample sales to be extremely organized and spread out--a much more pleasant experience than other sample sales. Of course, I never went on the first day, so it may not hold true for today. Either way, if you're a fan of NL, it's definitely worth checking out.
Last on today's list is Kate Spade's online sample sale (see below). A pretty large selection of bags, clothing, and accessories are heavily discounted. Plus, if you use Ebates, you'll get an additional 3.5% back.