Proof that Sturgeon's Law can be averted.
Touhoufan-made videos. Most visuals are original, with musical arrangements for audio; meaning the majority are Music Anime Doujinshi (MAD). While the original music is spectacular, it contains no lyrics, so fans do what they usually do and create fan vids from the ground up instead. And as evidenced below, there is a gargantuan archive of creations. Two large lists of creators can be found here and here, but are in an unfiltered alphabetical list of a variety of different group types; such as games, music, & videos.
Fanime goes above and beyond, with some OAVs being good enough to make Touhou look like an anime, instead of a Sprite/Polygon Mixvideo game series; they can be found under the Fan Works index (along with fanfiction, games, & webcomics).
Overlaps with Crossovers & Memes, as there are many Fan Vids that combine other works with Touhou.
Touhou Daydream is a well-animated, medium blended music video with real backgrounds and hand-drawn characters. Touhou Kourindo as is an equally gorgeous glimpse into the life of Rinnosuke, told back to front. Chen's Gensokyo contains dangerous levels of cute, as well as a surprise guest appearance.
Marisa Stole The Precious Thing and Overdrive are notable not only for being popular in their own right, but also being the best examples of how the prevalence of parody videos featuring characters from other series in place of the original Touhou characters, also draws viewers back to the original videos, and to the series in general. Thus, they are often the first contact the public has with Touhou. Fragrance of Oriental Sunflower actually depicts the events of a game that doesn't exist.
This video, The "You HNNNGGHH, You Lose" Game'', is a contest of resisting the urge to Squee over something dangerously adorable. There are no winners.
Social Anxiety Alice (also known as "Communication Disorder Alice"), a multi-part series featuring Dandere Alice, Alpha Bitch Patchouli (and her Beta Bitch Koakuma), some Marisa/Alice friendshipping and lots of funny moments. Link is to part one of the series with English subtitles; the rest of the episodes are on the user's channel.