This article is from the alt.usage.english FAQ, by Mark Israel email@example.com with numerous contributions by others.
Fowler recommends putting a "." only after abbreviations that do
not include the last letter of the word they're abbreviating, e.g.,
"Capt." for captain but "Cpl" for corporal. In some English-
speaking countries, many people follow this rule, but not in the
U.S., where "Mr." and "Dr." prevail.