Chasing Churchill is outstanding! I have only seen the first two episodes and I am hooked.
Winston Churchill's granddaughter takes us, in the modern day, through the path of her grandfather's astonishing life. She has found footage of Winston which is quite revealing; footage I have never seen before.
In episode One, we learn of young Winston's capture and escape in South Africa.
"I am Winston 'bloody' Churchill, and I am free!"
In episode Two, Winston enjoys the West Coast of the United States, after emerging from his personal "wilderness."
He meets one of his best friends of all, Charlie Chaplin, and is mesmerized by the profession of Hollywood film-making.
This program (I am writing this in August 2008) may well be available on your local PBS station (within the United States).