Let $V=L$ denote the axiom of constructibility. Are there any interesting examples of set theoretic statements which are independent of $ZFC + V=L$? And how do we construct such independence proofs? The (apparent) difficulty is as follows: Let $\phi$ be independent of $ZFC + V=L$. We want models of $ZFC + V=L + \phi$ and $ZFC + V=L + \neg\phi$. An inner model doesn't work for either one of these since the only inner model of $ZFC + V = L$ is $L$ and whatever $ZFC$ can prove to hold in $L$ is a consequence of $ZFC + V=L$. Forcing models are of no use either, since all of them satisfy $V \neq L$.
There are numerous examples of such statements. Let me organize some of them into several categories. First, there is the hierarchy of large cardinal axioms that are relatively consistent with V=L. See the list of large cardinals. All of the following statements are provably indpendent of ZFC+V=L, assuming the consistency of the relevent large cardinal axiom.
These are all independent of ZFC+V=L, assuming the large cardinal is consistent with ZFC, because if we have such a large cardinal in V, then in each of these cases (and many more), the large cardinal retains its large cardinal property in L, so we get consistency with V=L. Conversely, it is consistent with V=L that there are no large cardinals, since we might chop the universe off at the least inaccessible cardinal. Second, even for those large cardinal properties that are not consistent with V=L, we can still make the consistency statement, which is an arithmetic statement having the same truth value in V as in L.
These are all independent of ZFC+V=L, assuming the large cardinal is consistent with ZFC, since on the one hand, if W is a model of ZFC+Con(ZFC+phi), then L^{W} is a model of ZFC+V=L+Con(ZFC+phi), as Con(ZFC+phi) is an arithmetic statement. And on the other hand, by the Incompleteness theorem, there must be models of ZFC+¬Con(ZFC+phi), and the L of such a model will have ZFC+V=L+¬Con(ZFC+phi). Third, there is an interesting trick related to the theorem of Mathias that Dorais mentioned in his answer. For any statement phi, the assertion that there is a countable wellfounded model of ZFC+phi is a Sigma^{1}_{2} statement, and hence absolute between V and L. And the existence of a countable wellfounded model of a theory is equivalent by the LowenheimSkolem theorem to the existence of a wellfounded model of the theory. Thus, the truth of each of the following statements is the same in V as in L.
These are all independent of ZFC=V=L, since they are independent of ZFC, and their truth is the same in V as in L. I find it quite remarkable that there can be a model of V=L that has a transitive model of ZFC+'there is a supercompact cardinal'. The basic lesson is that the L of a model with enormous large cardinals has very different properties and kinds of objects in it than a model of V=L arising elsewhere. And I believe that this gets to the heart of your question. Since all these statements are studied very much in set theory, and are very interesting, and are independent of ZFC+V=L, I find them to be positive instances of what was requested. However, how does this relate to Shelah's view in Dorais's excellent answer? He seems there to dismiss the entire class of consistency strength statements as combinatorics in disguise. What does he mean exactly? Since we set theorists are very interested in these statements, I don't think that he means to dismiss them as silly tricks with the Incompleteness theorem. Perhaps he means something like: to the extent that we believe that a large cardinal property LC is consistent, then we don't really want to consider the theory ZFC+V=L, but rather, the theory ZFC+V=L+Con(LC). That is, we aren't so interested in models having the wrong arithmetic theory, so we insist that Con(LC) if we are comitted to that. And none of the examples I have given exhibit independence from that corresponding theory. 


This is a very interesting question. Here is what Shelah says about this in The Future of Set Theory:
As far as I know no significant progress has been made. There are however little gems like this neat trick of Adrian Mathias to show that every real can be constructible which was posted here by Joel Hamkins not long ago. 


What I would call the standard source of examples is the series of very nice "finitary" combinatorial statements that Harvey Friedman has been working on. You can see plenty of such statements in his numbered series of FOM posts, and for details of some of the arguments, see for example his nice paper "Finite Functions and the Necessary Use of Large Cardinals", Annals of Math., Vol. 148, No. 3, 1998, pp. 803893. The examples Harvey examines are arithmetic. In the "true" model (which is wellfounded) they are decided one way, and there are illfounded (in fact, not $\omega$) models where they are decided the other way. It would be highly desirable to have examples of nice arithmetic statements that are not just independent but for which we can produce differing answers in different wellfounded models. I don't think anybody has any clue at the moment on how to do such thing. To achieve this would be akin to the invention of forcing. 

