The following is the SQLi Lab, which is created by Audi-1 who is an Offensive Security Certified Expert (OSCE). He explains how SQLi works.
SQLi Lab Series - Introduction
SQLi Lab Series - Error Based
SQLi Lab Series - Double Query / SubQuery
SQLi Lab Series - Blind Injection - Boolean Based
SQLi Lab Series - Blind Injection - Time Based
SQLi Lab Series - Using Outfile / Dumpfile
SQLi Lab Series - Post Based
SQLi Lab Series - Double Query
SQLi Lab Series - Update Query
SQLi Lab Series - Insert Query / Headers
SQLi Lab Series - Cookie Based
Second Order Injection
Bypassing blacklist filters (Part 1)
Bypassing blacklist filters (Part 2)
The whole series of the video of SQLi Lab Series
That's all! See you.