Yes, he has more videos then the Rocky series. A new, 40-minute video containing about a 50 second "visual" of Osama bin Laden speaking is currently being analyzed by authorities.
The video is branded with the as Sahab logo, indicating, at least initially, that it an official release of the media wing of al Qaeda. The video segment featuring bin Laden is undated and might have been extracted from a previously released video featuring the al Qaeda leader. In the current cameo appearance, bin Laden is shown speaking, referencing Islam's Prophet Muhammad "wish to attack and be martyred," dubbed over the video and repeated two additional times.
According to a well-placed U.S. intelligence offical, authorities are looking at "certain similarities" between the last message released by Ayman al Zawahiri and this video message, including but not limited to the manner in which it was obtained, as well as the authenticity of the video including the "new" bin Laden clip. This intelligence official called the recent release "most unusual, but not unprecedented," adding that the current video was undergoing analysis for both content and authentication.