Recommended videos

Stanford's CS 193P iPhone Application Development class

http://deimos3.apple.com/WebObjects/Core.woa/Browse/itunes.stanford.edu.2024353965.02024353968

Given their proximity to Apple, Stanford was able to host an iPhone development class taught by an Apple engineer.  They also were able to bring in a number of established iPhone developers to talk about various topics, from advertising to OpenGL tuning.  There are some great lectures in here, although some of the introductory topics can be a little basic for experienced iPhone developers.

These videos are freely available via iTunes, so there's no reason for you not to download them.

iPhone Getting Started videos

Go to the iPhone Dev Center:

http://developer.apple.com/iphone

and click on the Getting Started Videos item on the left side.

These videos are free for iPhone developers, and include many great pointers.

iPhone Tech Talk videos

You can find these in the same area as the iPhone Getting Started videos.  They include some great talks by Apple engineers, and their content could be described as WWDC Lite.

WWDC 2009 videos

http://developer.apple.com/products/videos.html

At $299 for just the iPhone track of videos from WWDC 2009, I consider this to be money well spent for any serious iPhone developer.  You get a lot of content (~64 hour-long videos), and all of it is packed with information.  The engineers at Apple have been trained to give solid presentations, so these are of a much higher quality than you typically see at tech conferences.  There are plenty of impressive demos given throughout for the various concepts they are presenting (especially for flashy topics like OpenGL).

I constantly find myself referring back to these videos when working on my applications.  For example, an hour-long video on copy and paste saved me at least a couple of days' work by pointing out what the relevant areas were for me to focus on.

They are iPod / iPhone formatted, so you can take them on the road with you to watch while on the bus, airplane, etc.