The top of my list is Enron - The Smartest Guys In The Room. Its about the collapse of Enron and explains a lot of the business and accounts practices that go on in a way thats easy to understand if you're a Layman as well as being a well told story.
After this, I'd recommend "The Power of Nightmares" and "The Trap - What Happened To Our Freedom" both by Adam Curtis. They're both interesting, though can feel a little conspiracy theorist at times.
If you like History and haven't watched "The World at War", hang your head in shame while ordering it from Amazon. In my opinion, its a documentry thats the benchmark for everything else. In depth, informative and sheds light on areas of the War that are often overlooked. After this, watch Simon Schama's "A History of Britain". Everything you could possibly want to know about British History in 15 episodes.
The last one would be "When the Levees Broke" about the New Orleans flood. A few too many personal stories for my taste, but still well worth watching just to hear first hand what happened.