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I am not trying to do anything new here, but I would like to start an activity that has been going on at Math Overflow. Hopefully, people here at the Math StackExchange can also enjoy the good stuff.

If you know of any online videos of good-quality lectures by mathematicians, whether they are about some seminal topic, an introduction to some new exciting idea, a re-exploration of a well-known area, or simply about how they do mathematics (like Paul Halmos), please post a link here with a brief description of the contents of the video.

Hopefully, we can start a video bank here! Thank you very much for your contribution!

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    @MaoYiyi I think he is refering to http://mathoverflow.net/questions/54430/video-lectures-of-mathematics-courses-available-online-for-free2012-12-15

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The audio isn't great but Serre's "Writing Mathematics Badly" is classic. It's a discussion of what is and what is not good mathematics notation, style, etc. It also has quite a bit of humor mixed in:

Part 1

Part 2

Part 3

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Let me contribute by posting the following links:

Part 1

Part 2

Part 3

Part 4

Part 5

Part 6

It is a talk by Paul Cohen about his work on the Continuum Hypothesis and his interactions with Kurt Gödel. This talk took place at the Gödel Centennial conference in Vienna in 2006.

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    That's also the reason why the title says 'videos of good-quality lectures' and not 'good-quality videos of lectures'.2012-12-12
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Here is another video (high-quality video this time!):

Benoit Mandelbrot: Fractals and the art of roughness.

The title pretty much explains itself, I think. It is intended to explain fractals and chaos to the lay audience.