Scientific Eye – Temperature & Heat – a 19m video:
Science in Action – Heating & Cooling – a 18m 29s video; Heat Energy Transfer (Wan2tlkScience?), a 9m video.
KS3 Bitesize higher level – Conservation of Energy – a video covering Energy Transfer & Storage, Temperature & Thermal Energy and Conduction, Convection & Radiation.
Here are some Heat Energy Games.