The site mentioned in the video is http://www.sketchwich.com/ (warning...some artistic nudes on the front page of that link). There's also links to http://conceptart.org which has dedicated threads for various GW campaigns concept art.
I think conceptart.org is WAY better. I mean some of the images on that site are brilliant. At sketchwich there's quite a lot of doodling to sift through. It's great if you're actually following it, but if you just want a one off cocept art hit, conceptart.org is better.
You gotta keep in mind, though, that sketchwich is basically all from anet artists. So while you won't see a lot of gw-related stuff there, you'll see the full range of talent they've got in the studio.