I want to purchase a video of a Papal Audience on September 12, 2001.
Is such a video availeble?  Where?  How Much?

These seem to be the best ways to go about it : 

The Holy See maintains an Apostolic Nunciature in the U.S. at 3339 
Massachusetts Ave. NW, Washington, DC 20008 (tel. 202-333-7121). 
 
Papal Audiences 
 
The North American College in Rome, owned and operated by the U.S. 
Catholic hierarchy for training American priests, handles all requests 
for papal audiences. The address is Casa Santa Maria dell'Umilta, Via 
dell'Umilta 30, 00187, Rome, Italy (tel. 678-9184). 

I'd suggest calling the number in the U.S. and seeing who does the
taping and archiving and so forth, I'd imagine that the papal audience
occuring on that date would be interesting.

You can order "VHS PAL/NTSC CASSETTES" by using this form:
http://www.vatican.va/news_services/television/documents/ns_ctv_doc_100999_video_ordine_en.html

"Unit prices in US$":
http://www.vatican.va/news_services/television/documents/ns_ctv_doc_100999_video_modulo_en.html

By sending an e-mail to ctvteca@ctv.va you should be able to find out
if the video in question is available.