I am afraid I have no links to offer as I have none with my bookmarks and dial up does not make for nice searching, suffice it say though the links are available in this forum.
This is probably better served in the rom hacking section but still
Videos can come in various formats, your best bet is an emulator and something like fraps (I have not been following DS emulation too well of late so I am unsure if any have had video added).
Pictures: the DS uses the same image/graphics format as the GBA so the old GBA tools still work. Compression is normally LZ if it is compressed.
Likewise an emulator and print screen work fairly well (especially if you drop the backgrounds and such).
See the thread in the rom hacking section detailing jump ultimate stars sprite ripping (it was a few weeks back) for some links and detail.
3d stuff I would suggest print screen and an emulator although in one of the later pages in the crystaltile discussion threads I put some links up.
Music/sound: see the DS sound files reverse engineered thread in the DS hacking section. 99% of DS roms use the same sound format (and the few that do not tend to favour wave format or something equally common).
