In Cultural Anthropology you will see a number of good videos, some with direct connections to readings and lectures. Please read the materials in the Watching Anthropological Videos and Films section of the Student Anthropologist's Handbook.
Watching Anthropological Videos and Films
Watching films in anthropology is not like watching many other kinds of films. This link offers advice on how to get the most out of them and how to avoid problems of bias.
A Man Called "Bee:" Studying the Yanomamo
The Desert People: Australian Aboriginals