You can watch the online video of the Memorial service which happened in Espanola, NM. on October 23rd 2004. Also there is a section from the Cremation ceremony held earlier in the month.
Here are some inspiring videos about the life of Yogi Bhajan and Sikh Dharma/3HO. They were produced as a year end presentation and fund-raiser for Sikh Dharma Dasvandh.
You Are The Lighthouse (2003)
Living the Legacy (2002)
I am, I am (2001)
Mile after Mile (2000)
New Path to a Great Future (1996)