On my game theory and market design web page I have a list of such classes (below): if I've missed yours, please let me know.
Class notes and materials:
Susan Athey teaches an undergrad class on market design at Harvard: here is her syllabus.
Peter Bossaerts has a course called Designing Market-Based Solutions to Allocation and Communication Problems at Ecole Polytechnique Federale de Lausanne.
Peter Cramton teaches a market design class at Maryland.
Francoise Forges coordinates a program on Du calcul economique a l' economic design at Universite Paris-Dauphine
Fuhito Kojima is teaching a Matching and Market Design class at Yale.
Kate Larson has a course on Electronic Market Design at Waterloo.
Noam Nisan teaches a class called Foundations of Electronic Commerce.
David Parkes has a class on Computational Mechanism Design
Tuomas Sandholm teaches Foundations of Electronic Marketplaces at CMU
Leigh Tesfatsion maintains pages on Electricity restructuring and market design.
Bob Wilson has posted some of his class materials from his market design class at Stanford.
(And here's another link to my market design class at Harvard.)
Thomas Kittsteiner and Axel Ockenfels have a review paper: Market Design: A Selective Review. Zeitschrift für Betriebswirtschaft, Special Issue 5 (2006), 121-143.