There were a few others who shared transcripts, and hungrycoyote shared MSNBC video clips, but I don't like MSNBC embeds so I created this clip from C-SPAN.
President Obama's remarks at Alfred E. Smith dinner, New York City by Transcript Editors
President Obama's Best Laugh Line at Al Smith Dinner Reminding All About #RomneyShambles by the aforementioned hungrycoyote
and President Obama and Mitt Romney in Comic Faceoff at Alfred E. Smith Memorial Foundation Dinner by HoundDog