Lots of Videos
7 Makings of & Behind the Scenes videos:
Death Eaters attk @ cafe

Hagrid's bike trip leaving Privet Drive

The Last Days of Privet Drive:

Magical Tents

The Frozen Lake

Godric's Hollow Fight

The 7 Harrys

David Heyman talks the possibility of a documentary being made?
On the Green (featuring the Phelps twins, Felton, and Grint)

Deleted scene on DH1 (can see why though)