So there's a nice Let's Play for Knytt Underground on YouTube! It's for the PS3 version so it's nice to watch and see some of the differences (since I have the PC version). I don't know if it's completed yet or not because I've only watched the first few episodes. Here's a link for anyone else interested in watching it.
http://www.youtube.com/watch?v=aK0GizM0nNUA small note, the LPer does a fair bit of swearing throughout.