The best video I've seen on improving your casting is George Roberts "Saltwater Fly Casting: 10 Steps to Distance and Power". (Don't let the "Saltwater" in the title discourage you. What he teaches applies to freshwater, too.)
I've got a bunch of casting videos. They're all good, but Roberts' is the only one that gives you a step-by-step plan to improve the basic casting stroke. It's not for beginners, but it's good for anyone who understands the basics. You can get it at Cabela's.
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