Their favorite videos are called Signing Time by Two Little Hands Productions. It teaches American Sign Language using songs and acting with different themes on each video.
Two Little Hands Productions also makes baby sign videos called Baby Signing Time. Baby Sign is a slightly simpler version of American Sign Language which allows smaller toddlers to be able to use it with limited motor skills. It is not a complete language like ASL, it is just a handful of words that babies can use to learn to communicate with their hands. The girls watched these and My Baby Can Talk videos by Baby Hands Productions when they were a little younger.
babysignlanguage.com is a great resource for looking up common signs, especially for toddlers. It has a video dictionary which not only shows the sign but gives simple ways to remember it.