I have recently been looking at Ray Mears videos on Youtube. The videos are less adventurous and more informative compared to Survivorman and the like.
Here is his website:
http://www.raymears.com/
And some videos:
Building a shelter:
http://youtube.com/watch?v=UsbSMplJ6g4
Making a snowcave:
http://youtube.com/watch?v=XOJQPz1s-1c
Fire by friction:
http://youtube.com/watch?v=Sn9GmxWvABk&feature=related