The one above is a charming piece. And while half of it is blown on the world's nicest LEGO fan, the other half is a nice guided tour of some of the games' fundamentals. If it's 100% hardcore gameplay footage you're after, however, you might want to try the two vids below.
I know it looks like just another MMO with LEGO guys, but... an MMO with LEGO guys? That's the kind of MMO a man who likes LEGO can get behind.