I recently recorded a couple of series of videos for MSDN’s Data Dev Center to help people get up and running with OData. There are two series:
Getting Started with OData: This two part video walks through creating an OData (e.g. WCF Data Service) and consuming it in .NET.
Consuming OData: This six part series shows you how to consume OData on a variety of platforms including .NET, Windows Phone 7, Silverlight, jQuery, PHP and iOS (e.g. iPhone/iPad).
You can see all the videos here: