There WAS a video of him dead.
And I really don't think even the US is stupid enough to parade his corpse around the streets in celebration. It isn't the dark ages. They would be lambasted by the international community and senselessly provoke Al-Qaeda in to another attack. Dealing with it quickly, quietly and respectfully is by far the better way to handle this, and scores a moral point for America, in that for all their flaws, at least they don't behead their enemies in as graphic and sick manor as possible. They very much did the right thing.
However, as I'm posting this on the internet, I must say, ignore everything I just wrote, this is DEFINITELY a conspiracy, the government kidnapped Osama Bin Laden, conducted experiments on him that went wrong, and now he is a turban wearing Hulk who can fly. BE AFRAID!!