While at Barclays, one of the teams I worked with had several videos made to raise employee awareness on privacy and security matters. Here is one of my favorites (you can see additional videos in the series on the right column as well). The video is less than two minutes long and humorously makes its point. Some of the materials we produced so impressed the UK ICO, that we provided them with a free license (which generated a lot of good will), which was then made available to the public for free.
Training and awareness is critical to meet regulatory obligations almost everywhere in the world. I video such as this is regulation neutral and can be deployed anywhere. You will want to make sure the humor translates into different cultures and languages. Training does not have to be a series of PowerPoint presentations either.
You can obtain more information here about the videos.