Here are some videos specifically about Cucumber and RSpec:
BDD with Cucumber
Cucumber: Automating the Requirements Language You Already Speak
Behaviour Driven Development with RSpec
Working Outside-in with Cucumber and RSpec
Beyond Test Driven Development: Behaviour Driven Development
Some general videos about TDD/BDD:
Test-Driven Development and Refactoring - Part One
Test-Driven Development and Refactoring - Part Two
One of the best free videos on the Ruby Object model
(I bought the Pragmatic series on metaprogramming after seeing this):
The Ruby Object Model - Dave Thomas
Here are some sites I've gotten some great videos off of:
http://confreaks.net/videos
http://www.bestechvideos.com/
http://www.engineyard.com/blog/community/scotland-on-rails/
Oh, and don't forget Google videos.
And here's a great little blog post with links to 20 articles on Cucumber:
http://www.robbyonrails.com/articles/2009/04/09/20-articles-on-cucumber-and-a-free-beverage-recipe