Instructional Math Videos December, 2007
MathTV is posting videos on YouTube (Teasers for their service). There are over 60 so far on a number of different topics. MathTV also has an online subscription for $35 a year which gives you access to hundreds of videos. I like that they are under 10 minutes each and the instructor does a great job of explaining the material.
UPDATE: As Patrick mentions in the comments MathTV is completely free with over 6,000 vids! Thanks Patrick!