By far my favorite book on the subject is conveniently available for free on the internet! "Information Theory, Inference and Learning Algorithms" by David MacKay is wonderfully written, well paced and comprehensive. If you like the book, you should purchase a copy, David is a great guy.

http://www.inference.phy.cam.ac.uk/mackay/itila/book.html

Videolectures has some very good videos as well. Zoubin Gharamani has a pretty solid lecture on Bayesian learning at http://videolectures.net/mlss05us_ghahramani_bl/ (he's a great researcher but not the most engaging speaker). Try Christopher Bishop's lecture at http://videolectures.net/mlss09uk_bishop_ibi/ as well, it might be slightly more palatable.