Question: Way back when, I used to work in finance, and I remember helping a coworker use some kind of block bootstrap. (I believe the application was: we had weekly data on some financial indicator X, along with weekly data on some stock, and we wanted to measure how well X could be used to predict the stock's movements. And I believe we needed to bring in the bootstrap, because we only had a couple months of weekly data, so we didn't really have many datapoints. I might be misremembering all this, though.)

In any case, I totally forget now how the block bootstrap worked, and I want to remember/review/learn more, so can anyone suggest a good tutorial on it? I tried googling, but all I found were some random research papers. I also tried looking in my copy of Efron & Tibshirani's "An Introduction to the Bootstrap Book", but didn't find anything (unless it's under a name other than "block bootstrap").

Answer: 
I have relied on [Resampling Methods for Dependent Data](http://books.google.com/books?id=e4f8sqm439UC&printsec=frontcover&dq=resampling+methods+for+dependent+data&source=bl&ots=hwangs1qCA&sig=WzmEiF0W2sRXlSm5MTvK6ESkt7k&hl=en&ei=_pPdTJnWIcGYnwfaqpCzDw&sa=X&oi=book_result&ct=result&resnum=1&ved=0CBIQ6AEwAA#v=onepage&q&f=false) by S.N. Lahiri and found it quite helpful. Once you determine some flavors you want to look at more closely (e.g. Circular Block Bootstrap, Stationary Block Bootstrap) it will be easier to find on-line resources discussing actual use cases and implementation details.
The textbook by [Shumway and Stoffer](http://rads.stackoverflow.com/amzn/click/0387293175) has a short section on bootstrapping time series (state-space) models. Also you may look to:

Pfeffermann, D. and Tiller, R. (2005) Bootstrap approximation to prediction MSE for State-Space models with estimated parameters, *Journal of Time Series Analisys*, 26, 893-916, 

and references therein.