The classic
Victory at Sea series is on youtube as well as on DVD and Blu-ray...it's in the public domaine, though.
It has one of greatest title sequences and theme music ever put on film. It was first on during 1952-53 season and I may have seen it then as a 4 year old. For me, this has always been something I knew about and it may have started my interest in history.
http://www.youtube.com/watch?v=6ausVC2NhAo