I've recorded a title at Lynda.com called Illustrator CS4 New Features, which covers the new features found in Illustrator CS4. Two movies from this title are currently live and free to watch -- they cover the new Multiple Artboards feature in Illustrator as well as the new Clipping Mask behavior.
- Illustrator CS4 New Features
In addition, here are some links that cover the new features in other CS4 applications:
- Flash CS4 New Features
- Photoshop CS4 New Features
- Fireworks CS4 New Features
- Soundbooth CS4 New Features
- Dreamweaver CS4 New Features
- After Effects CS4 New Creative Techniques