These videos are from the American Finance Associations series, appropriately titled “Masters in Finance”. It includes a lecture taped at the University of Chicago with Eugene Fama giving a brief history of the efficient market theory. It was recorded in 2008, but is still relevant and interesting.

Fama Lecture: Masters of Finance

Also, here is a link to the Fama/French Forum where they answer finance and economic questions. Some great podcasts also.