Calculus is one of the important fields to master if you want to do research in data mining or machine learning. There is a very good set of video lectures on Single Variable Calculus at MIT OCW. The video lectures are here . I had listened to first 5-6 lectures. Since I had some grounding in calculus already, I did not have any trouble understanding it. But I felt professor David Jerison went a bit too fast but without giving a deep intuition of calculus. I was a bit dissatisfied and quit watching the lectures.
When I was looking for alternate video lectures on calculus, I came across a set of 5 lectures on calculus titled "Big Picture Of Calculus". It consists of recordings of Professor Gilbert Strang and focuses explicitly on giving an intuitive feel on calculus. From the lectures, it looks like it might grow to a full series of lectures on calculus although for quite some time the lecture count has stayed constant at 5. The lectures span the most important topics in differential and integral calculus.
I have talked about Gilbert Strang and his linear algebra course lectures here . The calculus lectures are also excellent. He focuses on the main topics and gives a geometric intuition. The lectures are short (around 30 minutes) and hence are quite convenient to watch also. I hope that the series will be expanded to cover other important topics too. Once you get the basic intuition , the OCW course on calculus should be easy to follow.
The website for the videos is at Big Picture of Calculus . The lectures can be watched online. If you want to download them , you need to follow a convoluted procedure.
a. Goto the html page for the individual lecture. Eg Big Picture of Calculus at http://www-math.mit.edu/~gs/video1.html .
b. View the source of this page .
c. Search for this line <param name="FlashVars" value="configxml=somexmlfile.xml" />
d. You can download the actual file at http://www-math.mit.edu/~gs/somexmlfile.flv . In case it did not work , open the xml file at http://www-math.mit.edu/~gs/somexmlfile.xml . View the xml file’s source and get the flv name at this line <param name="flv" value="flvfilename.flv" /> . Then the file name will be http://www-math.mit.edu/~gs/flvfilename.flv
Have fun with Calculus !