http://www.youtube.com/view_play_list?p=C248AA6B1DA64155
This is a playlist of Clara Rockmore playing the theremin. There are seven videos, featuring Rockmore performing pieces by Mattheson, Rachmaninov, Ravel and others.
The video and sound quality on these are not great, but they offer a vintage look at Rockmore, considered by some to be the greatest thereminist of all time.
via Thomas Grillo, who notes:
They are from the Moog Music DVD “Mastering The Theremin” which comes with every Etherwave Standard theremin to date. Note: These videos are copyrighted by Moog Music who reserves the right to remove them at any time.