We at the Swedish Microsoft office have for almost two years delivered 31 MSDN TV sessions, covering a lot of topics, from .NET to DirectX. Almost all of the sessions includes two demonstrations and transcripts. Naturally they are available for download. Each session is about 16 MB, not that much, but then again, the sessions are between 15 and 45 minutes long. Windows Media 9 is required!
Hope you like them!