As mentioned on DZone.com, there's a video tutorial series from Andrew Perkins about setting up an authentication system in CakePHP-based applications.

Here you can find the related articles to my Cakephp videos if you would prefer to read them rather than watch. You will can also download all of the source code for the corresponding videos. [...] They only include the app folder, as we'll never change anything in the other folders, at least not in these tutorials.

The videos currently cover installation of the framework and some of the naming conventions to follow. The source has the full authentication system, though - all the way from setting up helper methods to creating the actual authentication component.