This question is somewhat similar to this: Best online mathematics videos?
I'm using the word "history" loosely here. What I'm looking for are those lectures that put various mathematical developments in perspective by explaining their origins. There's something very insightful about seeing someone talk about the origins of a concept, that makes things click. Especially if he or she partook in the inception of that development.
So: where can I find such lectures online?
Best Answer
You may wish to look at the plenary lectures of the 2009 annual meeting of the Australian Mathematical Society (especially the two Tao's lectures)
http://www.unisa.edu.au/austms2009/videos/default.asp
and at the plenary talks at ICM 2010:
http://www.icm2010.com/archievedvideos.asp
(the commented listing of the videos can be found at this post of Timothy Gowers' blog)
Also, there is an extensive collection of the MSRI videos
http://www.msri.org/communications/vmath/index_html
of which I list here just a few examples that hopefully should meet your requirements regarding the discussion of historical aspects:
Roger Penrose: Twistor Theory, Old and New
Lectures on the Fermat's Last theorem
Irving Kaplansky's 80th Birthday Celebration
Last but not least, there is a large searchable collection of videos (mostly in Russian) at
http://www.mathnet.ru/php/presentation.phtml?option_lang=eng
where you can find e.g.
L.D. Faddeev's talk on the history of quantum groups (in Russian)
Yu.I. Manin's talk on the history of Euler products (in English)
A.M. Vershik's talk on the history and perspectives of the Kolmogorov entropy (in Russian)