A couple of good ones:
The Spanish Civil War. Look this up. It's on YouTube even. Great documentary on a war you might not know much about, but you should.
Legacy/In Search of the Trojan War/In the Footsteps of Alexander the Great - Three great documentaries by the British Historian Michael Wood. The Trojan War one is really, really good and entertaining. Will give you great perspective on what we know about the Trojan War, what's myth, and what may be the truth hiding in the myth (for example, what was probably the Troy of the story was actually toppled by an earthquake, and the Greek God of earthquakes (Poseidon) is also the God of horses, so the story of the Trojan horse may be a metaphor for an earthquake that delivered the city to the Greeks). In the Footsteps of Alexander the Great is awesome. Wood literally walks, drives and sails Alex's route. In Iraq (this was in the 1990s), he flies over the battlefield on a US Awacs plane. In Afghanistan, he goes on foot and gets out just before the Taliban came to power.
The Day the Universe Changed - A good series on history, science and how they interact. British guy named James Burke. Funny and really good.
Also, if you have seen The Greeks, there's a British historian named Bettany Hughes on it. She's older and plumper these days, but in her younger days she used to do documentaries that were fun to watch, because, as me and a buddy said, she was "Professor Cleavage." She would do things like ride up from offscreen on a horse or talk about "thrusting their spears" into their enemies while making a motion with her hips. It was good history and entertainment at the same time.