My former principal once told me that nothing helps the kids learn something like actually seeing it, and, as a geography teacher, one of his favorite ways to have his student see things was to use movies.
As a history teacher, I like movies, too. If you teach American history, there may be no better video resource than the American National Archive Video Sections on Google Video.
This site includes old NASA films, many of the news reels they used to show before the movies, and films put out by the Department of the Interior. Everything here is clearly in the 20th Century, but if that’s the period you’re covering, this is a fantastic resource.