Here are some videos. You won't learn string theory just from watching them, but they can accompany a course or a self-study program, if you get Polchinski's book (with Matt Headrick's solution manual), BLT, or one of the many other books I refer to in the videos. I want to thank Michael Haack for help.
First version available: 0,1,2,3,4,5,8,9,11. To appear: 6,10,12,13,14,15.
0. Why string theory? -- see also Joe's website.
1. Classical string theory (Polchinski Ch.1.2)
2. Quantum string theory (non-covariantly) (Polchinski Ch.1.3)
3. Quantum Field Theory in 2D (Polchinski Ch.2.1-2.3)
4. Conformal Field Theory in 2D (Polchinski Ch.2)
5. Covariant quantization
1: Ghosts, Weyl anomaly and GR (Polchinski Ch.3)
6. Covariant quantization
2: Amplitudes and ghosts [to appear] (Polchinski Ch.5).
7. BRST [to appear] (Polchinski Ch.4).
8. String amplitudes at tree-level (Polchinski Ch. 6)
9. String amplitudes at one-loop (Polchinski Ch.7).
10. Extra dimensions [to appear] (Polchinski Ch.8).
11. Strings and supersymmetry, part 1 (Polchinski Ch. 10,11)
12. Strings and supersymmetry, part 2 [to appear] (Polchinski Ch.10,11,12).
13. D-Branes [to appear](Polchinski Ch.13).
14. AdS/CFT: holography [to appear](Polchinski Ch.14).
15. Quantum black holes [to appear](Polchinski Ch.14).
Possibly useful mathematics:
M1. Green's functions
M2. Differential forms and cohomology
M3. Geometry and ODEs
M4. Dynamical systems
M5. Riemann surfaces
M6. Kronecker's limit formulas
25 student projects [so far only titles translated from the original in Swedish].
Introductory notes, that lead to 4 warmup problems.
Polchinski reading guide with answers [so far only about half translated from the
original in Swedish].
More background on some topics: [notes to appear]