Here's a video linked on effbee. (I couldn't get it to embed. It's from "Upworthy" and entitled "Joy DeGruy: A trip to the Grocery Store.")
The story, in short, involves the speaker's sister-in-law, who looks very white, intervening when the speaker was being harassed at a grocery store (the clerk asked for additional ID and then did a search through the bad check book, neither of which she'd done when the white-appearing sister-in-law wrote her check a moment before). The sister-in-law used her white privilege to question what was happening, and thus was able to get the white manager and other white customers to recognize that the harassment was wrong.
The caveat, of course, is that we white folks need to also be wary of thinking that we're "saving" a person of color. We want to do the right thing in working against racism, but we don't want to fantasize that we're saving someone. (I'm not getting this out right, but it's a common enough thing to fantasize, and discussed in anti-racism contexts.)