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.)