We've got a 1 hour long video of Yu Suzuki showing off Shenmue at the 2000 Game Developers Conference. The video is sort of like the Shenmue Premiere, only much higher quality, and in English. It shows a great amount of behind the scenes material of the creation of Shenmue!
Watch it here: http://www.youtube.com/profile_play_list?user=Ziming
You will need Realplayer to view this video. If you don't already have it, go here. http://www.youtube.com/view_play_list?p=90C3FAAD77E246B6
The video is 138 MB, so this will probably take a while to download.