For the life of me I can't remember what it's officially called, but that infamous fly-on-the-wall documentary on Graham Taylor's car-crash of an attempt to get England to world cup USA 94 is one my favourites - a really fascinating, behind-closed-doors look at the England set-up at work.
It's only about an hour long, and here in its entirety in case anyone's a bit bored...
http://www.youtube.com/watch?v=f8XIrYDVfOE