Several people have posted videos on Youtube about Nethack. As of January 2010, there are well over 700. There are musical videos, parodies and other fan material as well as lots of gameplay excerpts.
A few people have diligently chronicled their repeated attempts to ascend with the Amulet. The two main series are...
The Nethack Diaries
Let's play Nethack!
Time Lapse Ascensions
There are also several 8-10 minute videos showing a sped-up ascension all the way through which are perhaps more instructional.