The YouTube-clip you refer to is actually on the Season 1 DVDs, the only ones officially released so far by the way, so, because YouTube is likely to delete copyrighted stuff, first of all get hold of the Season 1 DVD! It also has the extended version of the Pilot episode. No, there are no 'lost episodes' unfortunately.
Google for "Malcolm, Middle, bloopers" and you're likely to find more stuff - be sure to save it!
Other promotional and behind-the-scenes stuff can be found if you search these forums, but the links won't often work (outdated). You can get some of it in Bittorrents like MalcolmExtras (but then you'd have to run Bittorrent software). Look for "Dewey's Therapy Sessions", which is a popular download. They're also on Megavideo:
I've put the best of them on Megaupload for you and others to download: