37signals (makers of Basecamp), filmed a customer story for one of their products: Highrise (a CRM).
They then did a blog post on how they did the video. It's a great explanation of how to do a demo. For me, it is interesting from a video perspective, but I think it can work for other demos as well. Particularly useful: that they didn't just tell the story, but they included the video as well - to see the points in action.
http://www.37signals.com/svn/posts/1554-how-to-film-customer-case-study-videos
