Above, broadcast on PBS yesterday, a Frontline documentary on Afghanistan, Obama’s War. There’s a discussion on the programme at Abu Muqawama.
Below, from 1961, counterinsurgency in Sicily: Salvatore Giuliano, directed by Francesco Rosi. Available on YouTube, but watch the DVD to do it justice.
I also highly recommend Rosi’s Hands Over the City on politics and corruption in Naples. (Thanks to HJ for suggesting them.)
Update: the SWJ has started compiling a long list of COIN-related films.