From Dan Watkins's coinvanish.com:
The first place where the Retention Vanish was published was in THE ART OF MAGIC. It's origins are unknown, however the earliest magicians in print to have used it are the late Harry Stork and T.J. Crawford. Dai Vernon also published this vanish in GREATER MAGIC, as well as J.B. BOBO'S MODERN COIN MAGIC. David Roth made minor changes to it and also printed it in his book EXPERT COIN MAGIC where it was first given the name "The Retention Vanish"
It is called the Illusive Coin Pass in Bobo's Modern Coin Magic. That is probably the best way to start learning about coin magic. There is a great description of the retention vanish on coinvanish.com in the Foundations section. You have to answer a question to get into that section of the website. I'll give you a hint, the answer can be found in the first chaper of Bobo's book.
Generally, it isn't a good idea to learn from exposure videos on the internet. As you can see, most of the people who do those videos are not that good -- most knowledgable magicians do not post tutorials on youtube because we respect the art and its secrets.
Finally, a retention vanish isn't that good by itself. You need to use it as part of a routine. An even better reason to get Bobo's book which costs less than $10. If you get the book, look at coinvanish.com and still can't master the retention vanish, I'd be glad to help you out over Skype.