I've got a few of the Real Rides (
http://realrides.ca/) discs. They are filmed on various routes, such as the Penticton Ironman course, Grand Canyon, Coer d'Alene Ironman, etc.. There is a narrated workout, but I usually mute it and just ride. For one thing, their idea of a warmup is only 5 minutes, and it takes me at least 15 to feel truly warmed up.
Note that there is another company making DVDs with this name, I have no idea what their product is like.
My better half prefers to watch races such as the Giro or the Tour, which can also have interesting scenery.