A post on The Big Picture in February 2008 points to a "cartoonesk" PowerPoint presentation explaining the current crisis in the financial markets. We all should have listened to it... There is no credit though for who created this file, also some explicit 4-letter words inside. (UPDATE, in slideshare an author is mentioned, not sure whether the person who uploaded it also created it)
Making Sense of the Mortgage MeltdownUpdate: Presentation Zen adds another explanation video here.