Do local video game shops hold Nintendo Events?
Yes some gameshops hold Nintendo events liken for incence the Nintendo world store in rockerfeller center holds Nintendo events and local particapting gamestops do have events
You can buy it at any store or website that sells video games. Stores such as GameStop, Bestbuy, Future Shop, Walmart, Target, Amazon, and eBay will sell the Nintendo 3DS. One can purchase a Nintendo 3DS from online stores such as the website Amazon and the bidding website eBay. Alternatively you may purchase a Nintendo 3DS from local Gamestop stores.
There is currently nowhere to legally download videos shown on Nintendo Video with a few exceptions: Music videos may be available for purchase elsewhere online such as on iTunes. Some videos are posted to the video creator's website (such as collegehumor) after they are taken down from Nintendo Video.
Currently, yes. There is an application named "Nintendo Video" which is free to obtain through the Nintendo E-shop. It downloads videos using spotpass and saves it on the console. Although, if you're talking about YouTube or any other online video provider, its possible that it doesn't show the video.