Dangerous Knowledge: http://topdocumentaryfilms.com/dangerous-knowledge/

Though this one is more about mathematicians, than mathematics.

In this one-off documentary, David Malone looks at four brilliant mathematicians – Georg Cantor, Ludwig Boltzmann, Kurt Gödel and Alan Turing – whose genius has profoundly affected us, but which tragically drove them insane and eventually led to them all committing suicide.