MSRI and the Akamai Foundation have built a web site to support all math circles. The National Association of Math Circles provides links to programs across the country as well has suggestions for starting math circles where they do not yet exist.
The site continues to be updated and I recently noticed a page of videos that you may find interesting.
You may need to register in order to gain access to the videos. In addition to videos hosted by NAMC they also pointed to this YouTube video featuring Paul Zeitz and Tatiana Shubin encouraging math teachers to develop circles of their own.