A few months back I had someone write me asking how to buy a specific DVD about Florence since they had bought one on Siena while in Siena and really enjoyed it.
The company was Panoramic Pictures and they don't have many titles but are locally produced. I haven't personal experience with these DVDs but you might want to check them out and see whether they'd be something you like. http://www.panoramic-pictures.com/siteasp/findex2.asp
There are many DVDs out there documentary style, it is hard to recommend one particular one if it then might be hard to find online.