Spelunky has become one of the more popular speedrunning titles recently, and for good reason. This week AGDQ took it on as a part of their festivities, and this particular "all shortcuts + Olmec relay" run by BumCommando is definitely worth watching.
Where AGDQ really separates itself is its commentary. They generally walk you through every step of the way, and offer up tips for prospective players and runners (like the fact that if you take more than 20.9 seconds on a map, the next map has a chance of becoming dark), as well as an explanation of what's going on in the run. If you're struggling with Spelunky still, it's worth a watch.