Here are some videos of French mathematicians :
André Lichnerowicz, speaking about mathematical structures in 1966 : http://www.ina.fr/economie-et-societe/education-et-enseignement/video/I00002874/andre-lichnerowicz-sur-les-mathematiques.fr.html
Laurent Schwartz, speaking about the student contestations in France in May 1968 : http://www.ina.fr/politique/gouvernements/video/I00005058/le-professeur-laurent-schwartz.fr.html
There is also own a video tape of an interview of Laurent Schwartz made by the École polytechnique in 1995 . I recall (it is not available online but can be purchased here). It contains, among others, a short video extract from a lecture he gave (long ago) to the Polytechnique students. His enthusiast lecturing style is remembered by many, if not all, students from these times.
Finally, the following audio file contains an interview of the probabilist Paul Lévy (1886-1971) for made by the French radio "France Culture" made in 1971 : http://www.jehps.net/Juin2006/levy.mp3