I'm not sure if something like this exists or not. I've been looking on YouTube without much success. I think it would be great to have all the clips where Klingon was spoken in the movies, plus maybe some series stuff in one video. It would be nice to have such a video while learning the language.

I used to be able to find a bunch of those clips on YouTube, but sadly they've all been taken down.
It's worth noting that for learning the language, it's primarily Star Trek V that's of interest; it has a lot of Klingon dialogue, and the pronunciation is great.
In the series, what little Klingon there was was often wrong.