If that's not from Thailand, it may be from the Elephant Sanctuary in Hohenwald, TN. At least one of their elephants (Tarra) was a painter, and seems to have done it on her own. There's also a center in Thailand with painting elephants; try googling elephant art gallery and see what you get. Some seem to enjoy it and will do it on their own. They seem to be inclined to abstract art. </p>

Snopes.com also a has an entry on the video. There's a Wikipedia article on Ruby, who appears, like Tarra, to have started by drawing in the dirt with a stick.

Trained or not, that IS astounding! Here's some background: http://www.snopes.com/photos/animals/elephantpainting.asp

And it's just as astonishing on your page as mine. :)
I enjoyed the link that bogwitch64 put up. Really interesting, and that they can paint so well is amazing even if they are trained.
I mean, people are trained, too, right?

I found it interesting that Tarra and Ruby both drew with sticks in the dirt unprompted before they were given paint and brushes.

Boggling.