Here is the moonwalk, probably his most famous move (he wasn't the first to perform it, though): http://www.youtube.com/watch?v=KnIDfDFqGWc
Here is the anti-gravity lean relevant to this patent: http://www.youtube.com/watch?v=8HJbGSHtFYQ
Here is a montage of many of his dance moves: http://www.youtube.com/watch?v=xKBLxh3u0tM