Khan goes up to Calc II (If Calc II involves Taylor Series. Basically almost everything before Multivariable Calc). It contains Diff EQ, intro stats and probability, as well as Linear Algebra but he doesn't have anything on the Junior Undergraduate level. I'm not sure of his plans to expand to it either. From videos I've seen, I'm given to understand he wants to do more topics on an intro level rather than delving into the deep dark depths of say, Fourier Transformation.
If you need the basics though, Khan is your man. You'll learn how entertaining the phrase "switch to magenta" is as well.
This will not be a long post; I have a simple question to ask: if you wanted to educate yourself to graduate level in mathematics, but didn't actually want to go to university, what would you do? I would ask for text-book recommendations, but I don't want to limit your responses (however, bear in mind that the wikipedia articles on, say, cardinality or well-ordering go over my head – they may skim my hairline, but over they go). Also bear in mind that while I personally have A-levels (British qualifications) in both Maths and Further Maths (which is to say, I know some calculus at least), there are probably plenty of people on lesswrong who don't and who desire the same information – so assume as much ignorance as you feel necessary (it's a shame, actually, that there isn't a sequence here on lesswrong for maths). What do you advise (if you think the query ill-defined, I would like to know that as well)?