Trainning videos

i think the best training is to go out and do it even if you don't know much. No one ever really taught me. I usually get inspired by just watching those behind the scene DVD features they have.
 
I've found books more helpful (and less expensive) than videos. Another suggestion that builds on jvdark's is to watchd DVDs with audio set to director commentary tracks. Some commentaries not helpful or interesting, I find that the good ones have more info than I can readily absorb.
 
These are some highly recommended DVDs on camera work

http://www.hollywoodcamerawork.us/

I've never seen any other good videos on filmmaking. "Visions of Light" is a good doc on cinematography, but it's not exactly a "how-to"

I'd agree about books being very helpful. Here are some I have found to be very valuable:

Directing: Directing Actors by Judith Weston

Lighting: Lighting for Digital Video and Television by John Jackman

Production: The Guerilla Filmmakers Handbook and the Guerilla Filmmakers Blueprint by Chris Jones, et al

Sound: Producing Great SOund for Digital VIdeo by Jay Rose

The Whole Process: From Reel to Deal by Dov Simens

Inspiration: Rebel Without a Crew by R. Rodriguez and Make Your Own Damn Movie by LLoyd Kaufman

I'd also recommend spending a bunch of time here at DVXuser University. You'll learn a lot.
 
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