On this site
you can see some black and white film of the now (probably) extinct Ivory-billed woodpecker. [Needs Quicktime] It was last reliably seen in the states in the 1940's
Although two birds of the Ivory-bill subspecies C.pricipalis bairdii were found in Cuba in 1989 it now seems certain that they are extinct there too.
This brings to two (at least as far as i know) the number of extinct species that have been captured on film. The other being the Thylacine.
Found in the southern states of the U.S. it is now almost certainly extinct there but check this story
This picture shows the ivory-billed (Campephilus principalis) beside it's close relative the Pileated woodpecker (Dryocopus pileatus), which often gets mistaken for the ivory-bill although they are different in size.
A black and white picture of one of the last of the Ivory-Bills of Louisiana