YouTube and Vimeo are treasure troves of videos for a variety of purposes — unfortunately, it’s impossible to separate the good from the bad.  A lot of the material is student projects. Here are some sources of videos that someone has considered good (I don’t necessarily vouch for these choices).

Tomlin, Craig. Useful usability: 10 must-see usability videos. April 15, 2010.

World Usability Day 2008, Usability Video Contest 2007/2008: “Everyday Usability Troubles.” (They don’t seem to have repeated this contest since then.)  Winning videos.

Bolt | Peters was a well-respected User Experience Research firm that put a lot of their videos on Vimeo. They were bought out by Facebook this spring.