Run by the Library of Congress, the American Memory project include video clips of dance.
Dance Interactive - Jacob's Pillow
Dance Heritage - 100 treasures
The Dance Heritage Coalition includes clips of America's Dance Treasures
YouTube will have a lot of clips and even full videos. YouTube is very strict about copyright so if something is up there that shouldn't they usually take it down.
Merce Cunningham Dance Capsules
Limited access to 86 dance videos choreographed by Merce Cunningham
Free access to over 4,000 dance performances representing classical, contemporary, and world dance.
Streaming selected performances.
Full length performances, documentaries, video guides, and interviews with dancers and choreographers.
part of New York Public Library's amazing dance holdings, is digitizing an ever-increasing number of videos from its physical collections. Many of the videos cannot be watched online due to rights restrictions, but you can select to search items that are not "locationally restricted."