Look for the original Memphis Belle documentary. It's 45 minutes, done by William Wyler. Well worth a look. Battle of Britain is well done. Of course, Saving Private Ryan is a good one, tough to watch in parts. The HBO series Band of Brothers is one of my favorites.
For aviation I also like 12 o'clock high, Command Decision and the Tuskegee Airmen. There are many others that I am sure will come up through this thread.
Enemy at the gates is good, but like Pearl Harbor, is riddled with inaccuracies.