The Missing Photoshop Help Manuals
Way back when, Photoshop came with printed manuals. Once we got to the Creative Suite days, the standalone version of Photoshop still included one, but the suite versions dispensed with printed manuals and included only a PDF file of the relevant documentation. If you've upgraded to one of the CS4 suites, you've no doubt noticed even that is gone, replaced only with links to Adobe's website. If you long to have a real manual again, there is an answer.
A web link isn't really all there is with CS4. You might not even know they're there, but Adobe does install a limited set of html help files with CS4 for use when your computer isn't connected to the internet. If you are online though, the Help menu option takes you directly to Adobe's website without asking. This makes sense at home where an increasing number of us have broadband connections, but if I'm traveling out in the middle of nowhere and lucky to get connected at all, the extra bandwidth requirements don't make sense. I'd prefer the option of using the local help documentation.
And if you want to print out help documentation, html files can be quite problematic. There's just no easy way to print a bunch of html files. It makes no difference whether you are online or not. This is one area where PDF definitely has the edge.
So for all these reasons it would be nice if Adobe still installed PDF manuals with the CS4 suites. As I said in the opening paragraph though, there is an answer, and it's an easy one.
The standard Help menu choice in Photoshop CS4 takes you to www.adobe.com/support/photoshop. Up in the right-hand corner of that page you will find links for "Photoshop Help PDF (printable)" and "Bridge Help PDF (printable)." The online help pages for the other CS4 products have similar links. My recommendation would be to download any of these links now you might want to have access to later. The file for Photoshop is about 40 MB which seems a small price in disk space to pay for having readily accessible PDF help documentation. The Photoshop CS3 PDF manual was about the same size and got installed automatically so why Adobe didn't install it with CS4 is a bit of a mystery.
Be aware that Adobe does regularly update the PDF manual so if you do download it you might want to update your copy from time to time, especially after installing any updates to the product itself. As of this writing, the latest Photoshop PDF download is dated February 27, 2009.