An excellent video introduction to each of the sacraments can be found in the Sacrament section (courtesy of BustedHalo.com)
The USCCB also offers a video series on the sacraments (see box at right).
Sacraments of Christian Initiation – Baptism, Confirmation, and Eucharist
“The sacraments of Christian initiation – Baptism, Confirmation and the Eucharist – lay the foundations of every Christian life.” – Catechism of the Catholic Church, 1212
Sacraments of Healing – Reconciliation and Anointing of the Sick
“The Lord Jesus Christ, physicians of our souls and bodies, who forgave the sins of the paralytic and restored him to bodily health (Cf. Mk2:1-12), has willed that his Church continue, in the power of the Holy Spirit, his work of healing and salvation, even among her own members. This is the purpose of the two sacraments of healing: the sacrament of Penance and the sacraments of Anointing of the Sick.” – Catechism of the Catholic Church, 1421.
Sacraments at the Service of Communion/Vocation – Marriage and Holy Orders
“Two other sacraments, Holy Orders and Matrimony, are directed towards the salvation of others; if they contribute as well to personal salvation, it is through service to others that they do so. They confer a particular mission in the Church and serve to build up the People of God.” – Catechism of the Catholic Church, 1534