Just edited the list posted by CFHollister to make a new one:

Interviews (english subtitled versions for most listed below available in our video section, see below*)
1H avec Alizée (FunTV), part 1
1H avec Alizée (FunTV), part 2
Fan De (part 1)
Fan De (part 2)
Fan De (part 3)
Fan De (part 4)
Stars à Domicile, 2003 (Jessica)
Stars à Domicile 2001 (Julia)...
MTV Italy
M6 Kid (with english subtitle)


Moi Lolita
2003 Moi Lolita
Grains de Star
Hit Machine 9.16.2000
Le Grand Soir (mainly for the good interview) 9.08.2000
Top of the Pops Italy (Live!/No Pre-record)
Clip

L'Alizé
Hit Machine 12.02.2000 (Not the greatest quality vid but fantastic performance)
Les Anges d'un Soir (Chistmas 2000)
Clip

Gourmandises
2003 Gourmandises
Les Petits Anges de Noel (Chrsitmas 2001)
Clip

Parler Tout Bas
Droles de Champions
OR
Tapis Rouge
Clip

J'en Ai Marre
Chanson #1, France Gall
Hit Machine 03.01.2003 (the 1st grand retour)
Top of the Pops (France)
Mister France (can't find the link right now )
Clip
Soft Skin Remix fan Clip

J'ai Pas Vingts Ans
La Fête de la Musique
Les 100 Ans Du Tour De France
La Chanson #1
Mister France
Clip

A Contre Courant
Disques D'Or
Rien Que du Bonheur
Star Academy
Clip
Helpstrip Club Remix fan Clip

Other Performances
La Isla Bonita
Ella, Elle L'a
Il Jouait du Piano Debut (can't find the link right now. This one is a MUST!)
L'important C'est D'aimer (duo avec Natasha St-Pier)
For Me, Formidable (duo avec Jenifer Bertoli)

En Concert, DVD
Just buy it. It's that simple.

Fan Videos/Compilations
There are quite a lot of good fan videos and compilations available. The Compilation Videos section of the Downloads at 1alizee provide some of the better ones. Besides the two remix videos mentioned above (which I did mainly becasue they are good videos and IMO represent the two best Alizée remixes, which you might want for the music alone), I will link to my personal favorite fan video... this one brought tears to my eyes (no shit):
Adi King's - Supergirl

*Also, you can access the flv versions in our video section for download by going here http://moi-alizee.us/media/ (At least you can get versions of Il Jouait du Piano Debut and Stars à Domicile 2001 there). I also suggest acquiring our subtitled versions; these are very good. There comes a point where you've watched the subtitles enough times to have virtually memorized them, and you switch to pefering the HQ versions just to see Lili in higher definition.[/QUOTE]

Alizée and Alizée America!
Alizee says Hello to AlizeeAmerica by ScruffyDog777:

Séance privée by FerAunger(Her signing CDs):

Alizee Autograph Session Part 1 by ScruffyDog777:
Alizee Autograph Session Part 2 by ScruffyDog777:
Alizee Autograph Session 2010 by ScruffyDog777:
[TRANSLATED]Open Letter to Alizee(translated version of Séance Privée by Feraunger):
Thanks Aaron for the links.