One of the best documentaries I've seen is "Pompeii: The Last Days". Based on historical records and artifacts, the film recreates the final days of the doomed city of Pompeii. What makes it exciting is that they filmmakers recreated the city and a small group of doomed residents. Through their lives, you learn what it was like to have lived during this harrowing event.
Here in "Colosseum: A Gladiator's Story" the filmmakers have once again used the same type of film making--though they also provided quite a bit of narration along with people acting out the story of a real life gladiator. Using some CGI and nice costumes, the folks from the BBC recreate this life in amazing detail. My only gripe is with the title of this show, as the Colosseum wasn't a big focus at all of the film--it was more the story of a gladiator, not the building. So, if you are looking for an in-depth discussion of the building--with its amazing basement, trap doors, etc., then this is not a film for you. Still, it's very well done and quite compelling.