Infinity (from scratch) - slightly humorous,
but mathematically correct. (time: 9:42)
http://www.youtube.com/watch?v=JPrHlySlHTY
The smallest Infinity (time: 9:33)
http://www.youtube.com/watch?v=SISmZiNxq_Q
This is one of the best all around sites that
I have found. It is titled "The MacTutor History
of Mathematics Archive."
http://www-history.mcs.st-and.ac.uk/~history
This is an award-winning site
that links to all sorts of mathematics information.
http://archives.math.utk.edu/
This site introduces the idea of infinite sets:
http://mathforum.org/isaac/problems/cantor1.html
This site
introduces the idea that there are different sizes
of infinity:
http:http://personal.bgsu.edu/~carother/infinite/Infinite1.html
A slightly
more advanced discussion of sets can be found in
the article, "A Crash course in the Mathematics
of Infinite Sets," by Peter Suber, Earlham College:
http://www.earlham.edu/~peters/writing/infapp.htm