Science Bank 20 (Heat): you just need part 1 – heat transfer (to 5m 15s):
Science in Focus – Energy & Heat Loss – a 19m 45s video.
Science Bank 20 (Heat): you just need part 2 – thermal expansion (from 5m 15s to 10m 15s) & part 3 – specific heat capacity (to 14m 15s):
Physics in Action – Expansion of Metals – an 18m 35s, old video.
Scientific Eye – Temperature & Heat – a 19m 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.