There are lots of resources online for learning more about braiding the mane and tail in a variety of styles, though most of them are text and photos, not videos. I like the videos better myself, and found a few to share. Most of these videos are made by professional braiders and are supplemental or promotional for instructional DVDs that they offer for sale. I have not reviewed any of the DVDs, so I can't comment on those, but these online videos are interesting and/or useful:
Top Knot Horse Braids - two videos showing basic braiding (plaiting in British English) for manes and tails.
A neat slideshow article about the life of a professional horse braider (not instructional).