I'd say that we have quite a lot of questions asking for videos of lectures about some particular topic or area. Just try to search for video on the main.
There are also questions about documentaries and movies about mathematics. (Try searching for documentary or movie to see a few examples. If we create this tag, such questions could also belong there.
1 Admittedly, videos need not be necessarily watched online. But the same is true about most of other online resources; they can be downloaded and accessed offline. But main reason for choosing this tag is that it is the closest tag to videos that I know of.