This is my favorite youtube whistling video:
http://www.youtube.com/watch?v=3qWmeGfJX3w
It's a low D whistle, but soprano and tenor D use the same techniques, just a different grip, and the tenor D sounds better (ducks as high whistlers throw tomatoes).
Here's another favorite:
http://www.youtube.com/watch?v=-Gl_R1sl-S8
This one's on a soprano D. When I first started, I thought, "If I can only ever play as good as this guy, I'll be happy. I'd still be happy. I really like the sound of whistle and rhythm guitar. I'm trying to get my wife to learn so we can go on the road, but no luck so far.
And here's a video of Julie Fowlis and Muireann Nic Amhlaoibh singing together and playing a pretty sweet whistle duet (starts about 1:30):
http://www.youtube.com/watch?v=raOhfgsft8I
Oh, also check out this page:
http://www.colingoldie.de/videos.html
These are videos Colin has collected to showcase his whistles. Fun to listen to and a lot of good music.
Phil Hardy's also got some cool videos:
http://www.kerrywhistles.com/movie.php