There have been some efforts to use video to demonstrate J, most notably these efforts on You-Tube. There's also an extensive discussion about doing this, with technical tips and suggestions on tools to use.
Animation Demos
A simple openGL screen robot - http://www.youtube.com/watch?v=lpNRpdDd_2I
A simple openGL screen robot (again) - http://www.youtube.com/watch?v=Iw6F-6jh5WA
Animating "plus" - http://www.youtube.com/watch?v=Mfvs8o5kmyg
Introduction to Some More Advanced Features
Browsing locales with cobrowse.ijs - http://www.youtube.com/watch?v=aiLRqpx78TA
An introduction via Labs - http://www.youtube.com/watch?v=eIw-DiE9Bsc
Installing J
Demo of how to download and install J on a Mac - http://www.youtube.com/watch?v=fDS-SPtwLS4
Demo of how to download and install JHS on a Mac - http://www.youtube.com/watch?v=ckOoqryfyp8
- use the following time stamp links to the JHS video for more control
http://www.youtube.com/watch?v=ckOoqryfyp8#t=02m50s start JHS after install
http://www.youtube.com/watch?v=ckOoqryfyp8#t=03m52s test input to jijx window
http://www.youtube.com/watch?v=ckOoqryfyp8#t=04m25s package manager (pacman) for updates and addons
http://www.youtube.com/watch?v=ckOoqryfyp8#t=06m22s tutorial labs
http://www.youtube.com/watch?v=ckOoqryfyp8#t=09m22s JHS help
http://www.youtube.com/watch?v=ckOoqryfyp8#t=11m20s (script) files using jijs
http://www.youtube.com/watch?v=ckOoqryfyp8#t=45m45s editting an existing file (readonly issue)
http://www.youtube.com/watch?v=ckOoqryfyp8#t=17m00s quick "scratch" entries
http://www.youtube.com/watch?v=ckOoqryfyp8#t=18m22s J701-user directory
http://www.youtube.com/watch?v=ckOoqryfyp8#t=19m16s plot examples