I think there are, just scattered in various places. There is SONAR University on this web site, on YouTube there are videos by our own Karl Rose. I think there are a few other users that have done some videos as well. These pretty much cover the features of SONAR specifically.
I was considering doing a series of videos that would include hardware, mic placement, recording, mixing, etc... of a full band using SONAR of course. Start to finish from nothing to finished master. Now that would be something that is not currently easy to find, so I am considering doing that soon.