Nova's Mathematical Mystery Tour is a really nice one and is on youtube.
http://www.youtube.com/watch?v=MbOyXO-JFX8&feature=related
RAMANUJAN: Letters from an Indian Clerk again available on youtube.
http://www.youtube.com/watch?v=OARGZ1xXCxs
This question was also asked on math stackexchange sometime back and here is the link to it.
