Ringling Brothers' Barnum and Bailey Circus is pretty awful. Aside from the pure stress of being transported all across the country in cramped vehicles, the animals used in the shows are subjected to extremely harsh training techniques and face cramped and dirty enclosures when not "performing".

This website: http://www.wildlifeadvocacy.org/current/circus/index.php

is pretty informative and not really as extreme and preachy as the stuff Peta puts out