FanFiction.net has a massive collection of fan fiction sex stories that you absolutely must check out
WattPad.com is the internet's largest community for readers and writers, so isn't exclusively fan fiction sex stories, but the ones it has are hot.
ArchiveOfOurOwn is a wonderful community for fans and writers of fan fiction, which of course includes a lot of dirty sex stories with your favorite characters in the middle of them.
QuoteV.com is a more general sex story site, so you might have to dig a little deeper to find the fan fiction. It's there though!
Adult-FanFiction is one of the best collections of fan fiction sex stories written by aspiring erotic writers.
DeviantArt.com is a very popular website where artists upload their work for the community to enjoy and share. Thankfully some of that work includes fan fiction sex stories.
TVTropes.com is a site dedicated to television tropes, and sometimes deals with sex stories. If you dig deep enough you'll find some great ones.
Reddit.com is the internet's largest online community, with subreddits dedicated to every type of subject. You'll find lots of great fan fiction sex stories in their Fan Fiction group.
HarryPotterFanFiction.com is sex story paradise for horny fans of the Harry Potter books.
T-S-S-A.com is a massive archive of erotic fan fiction. You'll find sex stories featuring almost any character you can think of.