I'm not sure I could recommended 1 video.

What I find useful is to be inspired. I prefer cold approaches when it comes to meeting girls and to be quite explicit with my intent (ie being direct). However to do this involves overcoming anxiety (This is not considered normal behaviour in society ).

One of the ways which helps me overcome the anxiety is to see videos of other guys doing the same thing. Youtube has lots of videos like this. These videos could be fake but that's not really the point, they motivate me to talk to girls (sometimes).

So go onto youtube and search for Tom Torero, Deepak Wayne, Justin Wayne.
Also Casey Neistat (not pickup related)