The Xenu story or the OT 3 story is among one of the many top secret and classified aspects of Scientology however until the release of South Park in 2008 little was know about it except from the mouths of Ex- Scientologist. The "church" tried to quiet any talk or publication of the material however they were unsuccessful when the documents and lectures detailing the story in full were published on the internet and then republished by Anonymous sources. The first televised version of the Xenu story was from BBC's Panorama in 1987 and in the past few years they have come out with several documentaries that show the true face of Scientology. You can watch them here featured with Spanish subtitles by Petete.
And here is an except from South Park's trapped in the closet episode where they to explain the story of Xenu. You can see the full episode on south parks website here.
This episode stirred up a lot of trouble and South Park is currently still in legal battles with Scientology and finally here is the classified tape of the cults founder, L. Ron Hubbard talking about Xenu.
Scientologist actively deny the existence of Xenu believing that if someone reads the material before they are "ready" meaning before they pay an estimated amount of $365,000 for their bridge they will catch pneumonia and die.
There are several videos similar to this done both at protest, on radio shows, and news programs and even though the cult believes so strongly in not telling the truth about Xenu some Scientologist do like the Spokesman of New Zealands branch of the Church of Scientology.
OT: Operating thetan: The upper levels of Scientology that are closely guarded