I found the video recording of The Atle Selberg Memorial which was held at the IAS a few years back. There is an "archival clip" of Selberg at the IAS included in the same page. This may be the same video which others have already posted. I apologize if it is. Nevertheless, the video recording of the memorial should be of interest.
Also, here is an interview (in PDF format) of his wherein he discusses the dispute arising from the Prime Number Theorem and his trace formula among other things. It makes for a very good reading over a cup of steaming hot coffee.