Sometimes I’m still amazed at what you can find on the web. Here are over 500 documentaries, sorted by category, “to be viewed online for free”: Best Online Documentaries.
I just had time to watch one last night, “Third Reich in Color” (-> Foreign -> German -> WW2), which shows scenes from the 1930s and 1940s, not only from the war, but also from Hitler’s private life, filmed by Eva Braun and others. It’s in German, though, but I found it fascinating because I’ve only seen black and white films from the time. Some of the material shown has only been found a few yearsr ago.
I’m sure there are many other good ones, too.