I would like know if there are any compiler construction lectures available along with video?
Check out the "Computer Language Engineering" class in MIT's OpenCourseWare.
You could check these out: http://webcast.berkeley.edu/courses.php
And if those videos don't offer up enough detail (I have not watched them), check out the Dragon Book.
A good way to search for good computer science video content is to search Google Video or YouTube for the keyword "techtalk".
Here are a few that I've bookmarked in the past, but haven't gotten around to watching yet. These are all related to compiler development.
LLVM 2.0:
http://video.google.com/videoplay?docid=1921156852099786640
Parametric Polymorphism in Type Systems:
http://video.google.com/videoplay?docid=-4851250372422374791
PyPy - Automatic Generation of VMs for Dynamic Languages:
http://www.youtube.com/watch?v=GnPmErtqPXk
Speculative Parallelization of Applications on Multicores:
University of Massachusetts has a course called Compiler Techniques which has both video lectures and slides available online. It covers subjects such as scanning, parsing, code generation etc.
If you want to go further in the subject there is a course at University of Edinburgh called Compiler Optimisation which has video lectures available online.