Yahoo! and Cloudera have worked together to produce a couple of training videos for Pig. There is Introduction to Pig, a 50 minute talk on Pig, including copious examples of writing Pig Latin scripts, an overview of how Pig works, and a discussion of the advantages of Pig versus other Hadoop interfaces. There is also a pig tutorial, a 15 minute screen cast that walks through running a series of Pig programs. These two provide a great starting point for those new to Pig and anyone trying to understand if Pig is a good fit for their data processing needs.
Alan Gates, a Pig committer and member of the Yahoo! Pig development team, delivered the training at Cloudera, as part of their Hadoop training series.