A few years ago, I was recommended by legendary harmonica master Jerry Portnoy to start doing some video lessons where he himself had been teaching online, at the best instructional site that I know of called Sonic Junction.
They have a great library of blues and roots music instructional video series, including blues harmonica videos from Jerry Portnoy, Rick Estrin, and of course myself. I also love how they run the lessons - to begin with, the instructor constructs a study piece and then performs it. In the following weeks, it is broken down piece-by-piece for the students, in easy to understand video chunks once a week. There are also plenty of opportunities to ask for feedback and ask questions directly from the instructors who will answer your questions on the website.
Apart from 1-on-1 live lessons with a knowledgable instructor, this is the best way to start building your repertoire and knowledge base for harp technique and for playing music on the harp! Highly recommended if you're not interested in the bigger commitment of 1-on-1 lessons.
Below is one of the songs I recorded for and teach on Sonic Junction, focusing on the Blues Scale...