It has been a few years now but I really enjoyed Martin Scorcese's "A Personal Journey through American Movies" back in the 90's

Can't find a link to the whole thing but here is a taster






His passion for Film is infectious and he has done so much in preserving and restoring old prints of stuff that would have disappeared without even taking into account his own fantastic back catalogue, He had a hand in editing the original Woodstock film and he knows how to construct a documentary. He maintains the arc over many hours and if you want to know anything about Film it is as good a place as any to start from. The Director as Iconoclast section is brilliant.