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
Guido Ibens, National Bureau for Economic Research, Jeffrey Wooldridge, National Bureau for Economic Research
Not known: assume All Rights Reserved
James D Hamilton, University of California, San Diego
Bayesian statistics and its application to econometrics - lecture slides and notes. The Powerpoint presentation comprises nearly 100 slides.
Not known: assume All Rights Reserved