Some datasets you'll find are actually lists of other datasets. There are a few of these file servers in the DODS Dataset List on the OPeNDAP Home page. A file server is itself a DODS dataset, organized as a Sequence, containing URLs with some other identifying data (often time). You can request the entire dataset, or subsample it just like any other DODS dataset.
There is a file server for GSO/URI's archive of AVHRR sea surface temperature data:
http://maewest.gso.uri.edu/cgi-bin/nph-ff/catalog/avhrr.catalog
Look at this server's DDS, and the web interface, and then try asking for some data like this:
.../catalog/avhrr.catalog.asc?DODS_URL&year=2000&month=1
This produces a list of all the data URLs corresponding to measurements taken in the month of January, 2000.