In my post 'Goddess of Odissi Dance' dated 29.09.2012, i have appended 3 videos of Odissi Dance performance by the legendary danseuse Sanjukta Panigrahi. The the second of these videos includes a demonstration of the nuances and intricacies of Odissi Dance.
Here are a few videos on introduction to Odissi dance form (Source - YouTube):
Here is a video on Odissi Dance Jewellery and Costumes
Here is another guide to Odissi dance make up: