Library of Congress Motion Picture and Television Reading Room
Includes several collections of digitized documentary film.
Google Videos (includes video from the US National Archives)
C-SPAN Video Library
Includes every C-SPAN program aired since 1987. Particularly valuable for coverage of Congress, including video of congressional hearings.
You never know what you can find -- or how long it will be available. But definitely worth searching.
WGBH Open Vault
Content originally broadcast by the Boston public television station, WGBH.