Yes, the King Schools (in fact located at our local airfield MYF) makes a DVD course for FAA private as well as instrument. Pretty tedious and boring as the main aim of the course is to make you pass the exam. However they also have a Cessna course for private as well as instrument which is more interesting as the idea is to teach the subject thoroughly rather than just passing the exam. I have the PPL one - it is called "Cleared for takeoff" - they have a similar one for Instrument. That also has more detailed and interactive quizzes after each section.
Also another company makes a course - they are called Sporty's or something like that. I believe they do one for the PPL - not sure about IR. Also recently I got a trial PPL audio course in the mail (US is great for getting unsolicitaed mail
)- cannot recall who makes it and not sure if there is one for IR but it may be useful if you have limted time and want to listen while driving or something.