I had an Al Dunning dvd set that was really neat and showed a lot of maneuvers, what things can look like good and bad, and some training techniques.
It wasn't a how-to-do training video, and its not something that can take a started horse to finished reining horse but; it might help you when talking to an instructor, or watching other riders or your trainer. It gave me a good understanding of the 'lingo' and what my trainer was talking about when she was explaining what she wanted. I still had no idea how to do it, or what it felt like, but it gave me a mental image of what it was... if that makes any sense