Youtube uploader Jourdal, from Blazblue, has uploaded one of the first videos for Persona 4: Arena. I will link more as people find them.
Mitsuru v. Naoto P1: http://www.youtube.com/watch?v=tcgT9yu5RJQ&feature=g-all&context=G2414227FAAAAAAAAGAA
Mitsuru v. Naoto P2: http://www.youtube.com/watch?v=4DYJdlRmy3c&feature=channel_video_title
Kanji v Yu: http://www.youtube.com/watch?v=IazqY9zg5RA
Yukiko v Teddie: http://www.youtube.com/watch?v=fSA3az7KDXk
Kanji v. Chie: http://www.youtube.com/watch?v=kbqtwdWg8fo
Chie vs Yosuke
Chie vs Yu
Yukiko vs Yu
Kanji vs Mitsuru
Kanji vs Naoto
Alpha Station Part 1
Part 2
Part 3
Naka Joy Exhibition
http://www.youtube.com/watch?v=6F_s0An2EaU
http://www.youtube.com/watch?v=Xkl3eugYOi4
http://www.youtube.com/watch?v=e3XfzZeiB6I
http://www.youtube.com/watch?v=NbKo6uy5oNM
http://www.youtube.com/watch?v=9SPZmh4P2EA
http://www.youtube.com/watch?v=lTgFnNlFxIc
Everyone's Instakills!
http://www.youtube.com/watch?v=fpD-LZ2J2Pg&feature=g-all&context=G2b31a27FAAAAAAAACAA
Mitsuru v. Naoto P1: http://www.youtube.com/watch?v=tcgT9yu5RJQ&feature=g-all&context=G2414227FAAAAAAAAGAA
Mitsuru v. Naoto P2: http://www.youtube.com/watch?v=4DYJdlRmy3c&feature=channel_video_title
Kanji v Yu: http://www.youtube.com/watch?v=IazqY9zg5RA
Yukiko v Teddie: http://www.youtube.com/watch?v=fSA3az7KDXk
Kanji v. Chie: http://www.youtube.com/watch?v=kbqtwdWg8fo
Chie vs Yosuke
Chie vs Yu
Yukiko vs Yu
Kanji vs Mitsuru
Kanji vs Naoto
Alpha Station Part 1
Part 2
Part 3
Naka Joy Exhibition
http://www.youtube.com/watch?v=6F_s0An2EaU
http://www.youtube.com/watch?v=Xkl3eugYOi4
http://www.youtube.com/watch?v=e3XfzZeiB6I
http://www.youtube.com/watch?v=NbKo6uy5oNM
http://www.youtube.com/watch?v=9SPZmh4P2EA
http://www.youtube.com/watch?v=lTgFnNlFxIc
Everyone's Instakills!
http://www.youtube.com/watch?v=fpD-LZ2J2Pg&feature=g-all&context=G2b31a27FAAAAAAAACAA