Paul Howe's Long Range Hunter is really only meant to get you on target out to 700 yards or so, but at the price it is going for (~$10) its a steal. This video is a great place to start for long range, but doesn't delve into the world of XLR that Todd Hodnett excels at.
Magpul Art of Precision Rifle DVD was stunning when it was released 12 years ago and is a classic worthy of repeat viewing. I'm still amazed at seeing a 308 make hits on a silhouette at ~1 mile. When I first watched it I learned a lot, but couldn't afford the $10k or more it would take to get into that... and had very few nearby long range places to shoot. Rewatching the video, one of the things that surprised me most was that its gotten a lot more affordable and at least in my part of the world there are now a lot more places to shoot long range/extreme long range (XLR).
As good of a series as Magpul Art of Precision Rifle is, I don't think it really captured everything that you'd need to know. If you are more technically minded,
Putting Rounds on Target with Bryan Litz is really outstanding. Yes it is a bit reminiscent of college and there are numbers and equations, but that really is the nature of understanding ballistics.
While a bit more pricey than some videos out there,
Accuracy 1st - Long Range Made Easy Volumes 1 and 2 gives you more of the secrets to XLR shooting and is a whole lot cheaper and more convenient than traveling and paying for a class. There is no substitute for getting out on the rifle range and putting lead downrange, but getting educated on it before spend a lot of money on equipment or burning expensive ammo the range should save you a lot of time and money in the end.