Here are some Windows 7 videos that I found useful and educating. They are all from Microsoft's own Channel 9.
This one is a real gem. It is hard to pinpoint subject since they go all around Windows 7 topics, but if you are a developer or just guy who likes to know technical details - this is video to look. If you are searching for some more details on startup/shutdown workings, there is another video (from Chittur Subbaraman) for you also.
Introduction to ribbon interface. Nothing new for those who already worked with Office 2007. For more technical details, you may want to watch this also.
Some changes in area where nobody seemed to have a problem. :)
This one is about new way of organizing things inside Windows 7 (libraries and such stuff). If you are developer, part 2 may interest you.