I have a couple of documentary films on DVD that are worth watching...
Road to Roubaix, directed by David Deal and Dave Cooper, 2008. An in-depth film about...you guessed it, Paris-Roubaix. Well-made, and very interesting.
Overcoming, directed by Tomas Gislason, 2005. Follows the CSC team as they prepare for the TdF, with plenty of Bjarne Riis, Ivan Basso, Carlos Sastre, Jens Voigt, and others from that year's team. My copy came with a bonus disc, full of great stuff. This one is well worth tracking down, if you can find it.