Yes, there are two on set videos of some of the Transformers movie action, unfortunately none of them featuring the actual stars of the movie, the Transformers themselves.

One video is from the US Air Force official site and features a lot of work with the military and Michael Bay directing. Then the other is from XtraMSN a set visit talking to some of the stars as they go through some filming of fighting scenes, fighting presumably with the Transformers. Both are through SuperHero Hype.

Neither of them really show you anything of the Transformers themselves, I think it's going to be a long time before we see any of that...a whole two or three stories worth! Stay tuned, here it comes!!