Among the helpful stuff posted at getselfhelp.co.uk (worksheets, mp3s, ACT exercises, etc.), here's a long list of links for doing CBT online. Free sites, paid sites, and, of course, apps (the new worksheets?). Their page describing what CBT is and how it works is here.
Psychotherapy worksheets of all kinds--depression, anxiety, anger management, stress reduction, self-esteem, groups, individuals, couples, adults, teens, children, CBT, DBT, ACT, PTSD, OCD, BPD...and more.