Is there any course video for lattice cryptography?
It's from 2012, so it's not the most up to day. However, the 2nd BIU winter school was on this topic, and all of the slides and videos can be found online. The lecturers were Craig Gentry, Vadim Lyubashevsky, Chris Peikert and Oded Regev. The link is here: https://cyber.biu.ac.il/event/the-2nd-biu-winter-school/.