A gentleman named Dennis McCallum, who is part of a ministry called Xenos Christian Fellowship, has presented what many consider a fascinating and very well done exegesis of Romans 9.

Material that can be found on his church's website (the YouTube links don't appear to work):

“Romans 9: God's Sovereignty” (http://www.xenos.org/teachings/nt/romans/dennis/rom9-1.htm)

"God's Sovereignty: Romans 9:1-24" (http://www.xenos.org/teachings/?teaching=1421)

"God's Strategy in Human History: Romans 9-11" (http://www.xenos.org/teachings/?teaching=508)

“Romans 9-11: God's Strategy in Human History” (http://www.xenos.org/teachings/nt/romans/dennis/rom9-2.htm)

“Romans 10: God's Strategy in Human History” (http://www.xenos.org/teachings/nt/romans/dennis/rom10-1.htm)

He has also posted his exegesis of Romans 9 on YouTube. But while it was once completely accessible, it now seems to be posted with private status. But in case these become available again or you can obtain a password, here are the links:

Part 1: http://www.youtube.com/watch?v=w1VPDhgIw24&feature=related

Part 2: http://www.youtube.com/watch?v=IWTniSfNrKY&feature=related

Part 3: http://www.youtube.com/watch?v=aQ9FQv2Xv3g&feature=related

Part 4: http://www.youtube.com/watch?v=RRCTL_GPXuU&feature=related

Part 5: http://www.youtube.com/watch?v=X9po3rHxzlU&feature=related

Part 6: http://www.youtube.com/watch?v=WaktlTz6Qfg&feature=related