The 4-part video series on how user identity is established for different PowerPivot ops is now available on the TechNet Wiki. 

http://social.technet.microsoft.com/wiki/contents/articles/powerpivot-for-sharepoint-architecture.aspx 

These videos provide 300-400 level content that isn’t covered elsewhere.  I hope you find these videos as informative as we do.

Tai Yee

Microsoft