This hour long video explains what the multinomial logit model is and why you might want to use it. I also explain how to interpret coefficients and how to estimate it in Stata. At the end, you are encouraged to use Stata to analyze some data on alligators:
http://teachbetter.co/assets/alligators.dta
Intended audience: Folks who have had some exposure to linear regression models, but want to learn more statistical methods.