Highlander the series had lots of awesome training scenes. Many episodes had Duncan practising his sword katas, unarmed katas, staff forms etc. The episode "An Eye for an Eye" in particular had a cool scene where he trains Richie to use a sword.
I also liked the Power Rangers SPD episode "Samurai" where Doggie teaches swordsmanship to Jack. I liked that he taught Jack this even though Jack doesn't use a sword because it shows how sword training (and martial arts in general) isn't just about fighting. It can can help you improve as a person by helping you learn patience, discipline, focus etc, so there's good reason to learn it even today.
Plus, the Potental Slayers training together in BtVS Season 7 was good since I like the Potentials.