While there are a lot more interviews (as you'll be able to see from the SEO interviews lists below), I have only listed the ones those, I suppose, which will give useful information to you.

Video interviews are listed at the bottom of this post.

Enjoy.

• Ammon Johns interviewed at SEOmoz
• Ammon Johns interview at Search Engine Blog
• Bill Slawski of SEO by the SEA
• Bill Slawski interview by Ben Wilks
• Bill Slawski Interview at the 14th Colony by Randall McCarley
• Jim Westergren Interview at SEO Buzz Box
• Jim Boykin interview by Aaron Pratt
• Jim Boykin interview by Aaron Wall
• Interview with Eric Ward
• Lee Odden interviewed by Aaron Wall
• Aaron Wall Interviewed by Aaron Pratt
• Rand Fishkin interviewed by Lee Odden
• Rand Fishkin Interview at E-Consultancy
• Google Teaches Bloggers How To Rank (Matt Cutts)
• Matt Cutts by Aaron Wall
• Gadgets, Google and SEO Guy (Matt Cutts) interview by Philipp Lenssen
• Shoemoney (Jeremy Shoemaker) interview by Aaron Pratt

SEO interviews lists

• SEO Buzz Box Interviews (has some rare ones, too)
• TopRankBlog most popular SEO interviews
• 92 SEO interviews from SEO Scoop
• Matt Cutts own collection of Interviews (some of them are listed above)
• 14th Colony SEO Interviews

Video interviews/talks on SEO

• Rand Fishkin, Lee Odden and 0.5 of Todd Malicoat by WebProNews
• Lee Odden on blog marketing at WebProNews
• Danny Sullivan interviewsed by WebProNews
• Matt Cutts interviewed by WebProNews
• Brett Tabke interviewed by WebProNews

Sheesh, good job, Mike (of WebProNews). If only I could be writing as much articles per day as you do video interviews.

Video Interviews Lists/Resources

• SEO Book Videos list
• Matt Cutts Videos (answering questions from the real people)
• A lot of SEO/SEM/Marketing video interviews at WebProNews

P.S. If you think you have been wrongfully omited or want to be interviewed, do let me know.
P.P.S. Feel free to check the updated version of a post about optimizing a site for local search.