http://figureskating.about.com/od/figureskatingmovies/tp/movies.htm
They mention several movies I haven't seen.
While you are at it, check out Jo Ann Schneider's http://figureskating.about.com website in general
They've even got an email course in "Figure Skating 101" that purports to teach figure skating. :)
Since it's free, I signed up for the figure skating 101 email class out of curiosity.
It starts with "How to Recognize Olympic Figure Skating Jumps". That makes it seem oriented more towards spectators than towards participants.