There are several captured on video (or film). Most of the ones I've seen were captured in Japan after quakes.
Thanks--if anyone has any links, it would be appreciated.
There's some black and white video of a tsunami in the 1960s hitting Hilo, Hawaii.
Along with the Japanese stuff (mostly at night.) They don't look anything like what the movies or even documentaries portray; there's no big breaking wave, just a fast moving rising tide.