I host videos on a Vimeo site which I make with Camtasia. I think I pay $100/year for a pro account, though you can do a lot with a free plan. Videos are a great way to go. I build links into my app under a Help/Training menu. When my customers see that this is built in, it's a big selling feature. I don't want to sell training and they do want to buy it, but they feel they need it and if they can say there is training included in the purchases, it helps. My customers are public sector.
I have also used Help & Manual which is similar to other tools mentioned in this thread. Excellent especially if you need multiple formats, i.e., web, PDF, other.