My favorite is "Clash of Wings". It has the best footage of WWII aircraft of any documentary series I've seen.
Even if you watch lots of documentary series and have seen all of the stuff they typically use and know by memory all of the typical clips used, you will be amazed at the amount of different footage in Clash of Wings.
Other documentary series that I like a lot:
Victory at Sea (an epic series)
Air Aces
Dogfights
Battle 360
Band of Brothers is also nearly a documentary, and it is awesome.