David Smith’s The Maths Teacher site has a collection of videos for both GCSE (age 14-16) and A Level (16-18). Transcripts are available for each lesson, also exercises with worked solutions. Many of the GCSE videos would also be useful for younger students.
Exam Solutions – a really comprehensive site with thousands of videos, tutorials and also worked exam solutions for GCSE and A Level Mathematics.
Corbettmaths Videos and Worksheets. This is an extensive collection with exercises provided with answers for each video.

Mr Moreley Maths offers a comprehensive library of tutorial videos on GCSE Mathematics. A nice feature of this site is the accompanying Notes Jotter/Worksheet to make notes as you watch the video.
TLMaths Jack Brown has created thousands of videos covering the complete A Level specification; the easiest way to navigate the videos is through his website, TLMaths.com. Jack also has Further Maths teaching videos and exam paper walkthroughs.
Free lessons from Colin Hegarty recorded on YouTube to help GCSE students prepare for A Level Maths.

From amsp this brilliant collection of short videos produced by the legacy Further Mathematics Support Program supports the Further Maths Specification. I have used many of these successfully in class and recommended them to students to support their studies. Look at any of the examination boards to see the coverage for the course.
Teaching and Learning resources for A Level Mathematics including videos from Mr Southern.
The Calculator Guide – excellent Casio calculator tutorials.
Skills Library-Maths from the University of Leeds has short video clips on a variety of topics.
The excellent Math Centre site for older students includes a variety of resource types including videos.
Sal Kahn’s Khan Academy.
There are several excellent TED talks on Mathematics, these are all short talks and well worth listening to. See in particular Dan Meyer’s ‘Math class needs a makeover’. To learn more about TED see the ‘About TED‘ page. See also the information on Ted-Ed the new education channel from TED.
mrbarton’s YouTube channel – videos on subjects such as Diagnostic Questions, Autograph, Gapminder and more.