There is a Leonard Cohen channel on YouTube with official videos. Currently only eight but I hope that grows.

One of the official videos there are Dance Me to the End of Love. Embedding is disabled by request so you have to use the link.

NPR Music has Exclusive First Listen: Leonard Cohen Hear His New Album, 'Live in London,' In Its Entirety. Now 72 years old, Leonard Cohen has spent much of the past decade in solitude, exploring his own spirituality and his place in an ever-changing world. But in July of 2008, he took the stage at London's 02 Arena and gave a stunning performance, as part of his first tour in 15 years. The concert included some of his most influential and best loved songs, including "Hallelujah," "Bird On A Wire" Read more [...]

My current favorite by Leonard Cohen is Closing Time, watch the video at YouTube.