A wide variety of interactive videos have been created on YouTube since the Annotations tool launch in 2008. With this tool it is very easy to link from one video to another.
http://tubeteaching.blogspot.ca/2012/11/interactive-educational-video.html
DawsonITE is a blog devoted to Educational Technology. It's compiled by Rafael Scapin, Coordinator of Educational Technology at Dawson College in Montreal (Canada).