During the St. Vincent podcast, I mentioned two Youtube videos that were my favorite St. Vincent videos. There was one where she performed Big Black songs, and another where she talks guitars with Matt Sweeney. Here are those videos.
Here is St. Vincent performing "Kerosene" by Big Black:
This video is from an online show called Guitar Moves, hosted by Matt Sweeney (Chavez, Skunk, Zwan).