I found the following videos are very good tutorials for F#.
Luke Hoban
http://microsoftpdc.com/Sessions/FT20
http://blogs.msdn.com/lukeh/
Luca Bolognese
http://channel9.msdn.com/pdc2008/TL11/
http://blogs.msdn.com/lucabol/
Don Syme
http://blogs.msdn.com/dsyme/
Don, the creator of F#, has some videos too:
http://channel9.msdn.com/posts/martinesmann/Don-Syme-FSharp-and-functional-programming-in-NET/
-- some special videos--
Big Algorithms Made Easy with Microsoft's F# by Joel Pobar
http://www.slideshare.net/chlong/dev450-pobar-2884153
http://www.msteched.com/online/view.aspx?tid=3cd60332-dfcb-4b53-b8c5-8aee09648139
InfoQ, Don Syme interview:
http://www.infoq.com/interviews/don-syme-fsharp-2_0
http://www.infoq.com/presentations/Pragmatic-F-Sharp-in-Action
