I just came across a whole Coast Guard rescue demo with video clips
here , two specifically show winching up from a boat and back down to the boat.
There's also a site called
efootage that has a bunch of archived news material - unfortunately not free. Search for "helicopter" and choose to exclude everything with "aerial" in it and it brings up some interested stuff. It looks like efootage.com is down at the moment, so maybe try again another day.
Cheers,
wishtobflying