You may wish to look at the plenary lectures of the 2009 annual meeting of the Australian Mathematical Society (especially the two Tao's lectures)

http://www.unisa.edu.au/austms2009/videos/default.asp

and at the plenary talks at ICM 2010:

http://www.icm2010.com/archievedvideos.asp

(the commented listing of the videos can be found at this post of Timothy Gowers' blog)

Also, there is an extensive collection of the MSRI videos

http://www.msri.org/communications/vmath/index_html

of which I list here just a few examples that hopefully should meet your requirements regarding the discussion of historical aspects:

Roger Penrose: Twistor Theory, Old and New

Lectures on the Fermat's Last theorem

Irving Kaplansky's 80th Birthday Celebration

Last but not least, there is a large searchable collection of videos (mostly in Russian) at

http://www.mathnet.ru/php/presentation.phtml?option_lang=eng

where you can find e.g.

L.D. Faddeev's talk on the history of quantum groups (in Russian)

Yu.I. Manin's talk on the history of Euler products (in English)

A.M. Vershik's talk on the history and perspectives of the Kolmogorov entropy (in Russian)

isthe same idea in some "more primitve form" - but this could well be misleading $\endgroup$ – Yemon Choi Oct 4 '10 at 1:40