The Evil Robot found a short, high level video about using Magento Widgets on a CMS page. Its pretty short, and a good place to start if you don't have any idea about what a widget is or how it gets used in Magento 1.4 and up. Its just under 3 minutes long, so take a look.

Again, this is a really short and high level video.  If you are looking at development tutorial, that will have to be a bit more in depth.  If there was a tutorial or video discussing widgets, what would you like it to cover.  (Yes, this is a blatant request to comment and let me know what you would like to see.)