I'm doing that right now actually. The site I use is called Virtual High School. They have classes from grades 9 through 12. It costs $500 per each class that you take though, so it is fairly expensive. I find the work to be quite easy though, and I don't think the teachers mark all that hard. There are no deadlines for assignments either. You can do the course as fast or as slow as you would like. The teachers are also very helpful. If you don't understand something, you can just send them an email, and they will respond quite quickly. I've enjoyed taking classes online, but it's not for everyone. So before you go spend your money on a bunch of classes, try just taking one and see how you like it.
Here is the link to the school that I use:
http://www.virtualhighschool.com/
And it says virtual high school Ontario, but you don't actually have to live in Ontario to take the classes, because I don't live there and I am able to take them.
Don't listen to all those idiotic answers above. Yes, it's called online classes, apparently. You can take all the required courses and get enough credits to graduate, but I really don't recommend it as you can get very tired of sitting in front of the computer screen all day long without any social contact. When in need of a quick response to a question, it will not be available also. I recommend going to school and taking the necessary classes because it's more of a hands-on experience. Although you can take some easy elective classes online. If you struggle in some subjects such as Math, I recommend taking it in school, mostly the core academic subjects. I'm not sure of the website, but ask your counselor for more information. And also, it doesn't cost anything.
* People that do not know the answers to a question should not contribute their opinions, misleading the topic starter.
It does exist, but most of the online high schools are for specific areas, I think, much like a regular public school. I'm also pretty sure it costs money. But if you're definitely interested, just google it. For instance, if you're from Minneapolis, Minnesota, there's a private online school: http://www.excelhighschool.com/.
I would definitely try sticking with the regular brick and mortar schools, though, if you can. It'll give you a bigger advantage if you plan on going to college.