The book I most often recommend for grammar (it's the one I use every few months as a refresher) is Grammatically Correct by Anne Stilman (ISBN: 1582973318 or ISBN: 0898797764 if you prefer hardcover books).
Online, there is the English Grammar Online website. I'm not sure how advanced they get with their lessons though.
For DVDs, the only one I've seen that looks like it would be helpful is from Video Aided Instruction, but it runs about $400 for the 10-DVD set.
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