From a Summer Institute mini-course run by the National Bureau of Economic Research in 2007, this is a set of resources from each of 15 lectures, including video (usually 1hr long and hosted on Google Video) as well as handouts and slides. This link goes to Economics Network's index of these materials.
Lecture Slides in Econometrics
Bayesian statistics and its application to econometrics - lecture slides and notes. The Powerpoint presentation comprises nearly 100 slides.
A set of ten Powerpoints from a 2006 econometrics course at Leicester.