Vector math is at the core of game development. Gameplay, physics, graphics just about all aspects of game development involve vector math. In this blog i've provided an explanation of the most commonly used vector math operations, be sure to check out my reference implementation.
There are several books on game math, you should probably grab a copy of Mathematics for 3D game programming and computer graphics and Foundations of Game Engine Development, Volume 1: Mathematics by Eric Lengyel. My own book, the Game Physics Cookbook also provides an in depth coverage of vector math.
If video's are more your style, check out Math For Game Developers by Jorge Rodriguez, or Game Math by Nathan Biefeld. And of course, Pre calc on Khan academy is one of the best video resources on the topic. Not really a video, but another good resource is 3D Math Primer for Game Programmers on 3DGEP.