Crypto Corner is a subsidiary of http://www.interactive-maths.com/ and includes dozens of lessons on cryptography designed for use by a math teacher.
A large collection of full cryptography lesson plans for math teachers, collected by the Centre for Innovation in Mathematics Teaching.
Khan Academy has a full course with videos and lessons. It starts with Ancient Cryptography, then moves on to ciphers, modern cryptography, modular arithmetic, primality tests, and randomized algorithms.
Video – How did the NSA hack our emails?
Professor Edward Frenkel discusses the mathematics behind the NSA Surveillance controversy. Though the title of the video is somewhat sensational, the 11 minute video is focused almost entirely on mathematical concepts and their relevance to cryptography. There is an emphasis on Elliptic Curve Cryptography
Videos – Learn Math Tutorials – Cryptography
A collection of videos discussing the math behind cryptography with an emphasis on modular arithmetic. There are five videos, each between 4 and 8 minutes in duration. The first video briefly discusses the significance of cryptography and some of the basic math concepts behind it. Videos two through four explore modular arithmetic and how it is used in cryptography, then the fifth video ties it all together.
Video – Public Key Cryptography
A good and simple explanation of public key cryptography. The video duration is 5:23. It uses paint mixing as an analogy initially, then goes on to demonstrate the process with small prime numbers.