This is not brand new, but it is interesting and it is rare.
The Institute of Christ the King has made available a DVD/VHS for purchase which shows Archbishop Raymond Burke (a fantastic bishop) consecrating one of their oratories.
Video of the Consecration of St. Mary's, Wausau, Wisconsin
If you go to that page, you'll see a number of beautiful images from the video:
This video would be a great thing to have on your shelf I think as it is truly rare to see such an event, let alone in the richness of the classical Roman rite, and by a community which knows and exploits this richness. The solemn high pontifical Mass is sung to Palestrina's brilliant masterpiece, the "Missa Papae Marcelli" -- my personal favourite polyphonic setting of the renaissance.
Another DVD/VHS that might be of interest to some is this video of the Anglican Use in the Latin rite at the flagship parish of this liturgical use, Our Lady of the Atonement.