Bible scholars spend years trying to figure out and explain certain facets of the Bible, and reading the Bible can sometimes be confusing. It's often easier to watch a video that explains Biblical principals and historical accounts using a visual medium, instead of trying to read it directly from the Bible or listen to a pastor deliver a sermon.
To get the most in-depth explanations you may want to purchase an extensive set like the "Mysteries of the Bible" DVDs. This set includes archaeological accounts, historical recreations, and informative bonus documentaries which attempt to explain specific historical mysteries and how they pertain to the Bible.
Bible videos can help you immensely if you have a hard time understanding some of the readings, especially if you are a visual learner. If your church does not have DVDs like these available for check-out you can find both new and used copies online at DVD retailers and auction sites.