The Balletboyz documentary on choreographer Christopher Wheeldon's work for the famous ballet company the Bolshoi in Moscow, called Strictly Bolshoi, was shown on Channel 4 this week.
It is available to watch online for a month. You can watch it here.
Even non-dance fans will find it interesting: it gives good insight into the creative process of a choreographer, and is also a bit dramatic (changes of opinions, unhappy dancers etc...) and quite humourous as well. The created piece, Misericordes, is shown at the end. This documentary won the 2008 International Emmy Award for Arts Programming (no less)
Not sure Christopher Wheeldon comes out very well in this but the piece is great so who cares. You can see bits of Misericordes here.