Building a Wigwam; Historic Huguenot Street: This is a time lapse video of the construction of an absolutely stunning wigwam with thatch and bark covering. These folks definitely demonstrate they know what they're doing and the finished shelter is a work of art- and also very functional.
Primitive Shelter for 13; Roots School: Not a how to video but does show you each step of the way of building this large thatched shelter for 13 people. I especially like that they use primitive tools and methods- although it does look like they used commercial cordage. Lots of good things to observe in this video.
Thatched Hut Basics: Maine Primitive Skills: This video is not a step by step but does demonstrate and teach a number of shelter building skills including thatching.
How to Build an Igloo by Yourself: Over the Hill Outdoors: This video is excellent and demonstrates step by step how to build an igloo, including tricks on how to get the correct angles to form the dome. The shelter is made by someone who obviously has a great deal of experience.
Common Questions about Igloos: Over the Hill Outdoors: This is a follow up video that answers questions he received from the first video.
My Little Grass Home- Lessons I learned from my first long-term shelter. This is a blog post which includes descriptions and photographs of the building of a grass thatched shelter and the lessons learned while constructing it and living in it.
Evolution of Primitive Shelters: Crisensio Paner This is an interesting document that has text and photos/illustrations of a wide range of primitive shelters and looks at their evolution. It is free to download, but you must subscribe for a free month with Scribd.com (Just remember to cancel.)
Pinterest Board of Debbie Tremel including a wide range of images of primitive shelters.