Obama spoke Friday at the 2009 Radio and Television Correspondents' Association Dinner.
It aired on CSPAN. You can find a schedule of future airings at this link.
Embedded video is below the fold.
Obama starts speaking at about 32:00. John Hodgeman does a routine right after, which nerds should enjoy.
RTCA Dinner
My favorite part was the empathy joke (but the clogged toilet line should have been flushed).
As a bonus here's the latest JibJab animation. I think it was played at the dinner, but it's not in the video above.
He's Barack Obama by JibJab