I am really interested in British History, particularly of the Monarchy from the Norman Conquest to present (or at least George VI). I would really like to find an individual documentary on each of them, but I for some of the rulers (like William Rufus), it doesn't appear that one exists.
If you're not totally stuck on a video version, check out the notes in any of the Norton editions of the complete works of Shakespeare. The section on the British monarchy in the one I have from 1984 (god, that was a long time ago) is about 45 pages and is VERY detailed; one of the best available IMHO. Another good source is Eerdman's Handbook to the History of Christianity -- don't freak on the title, it covers a lot more than the Christian world. Both should be easily available at any public library.
Re:video version - check the catalog for the History Channel. They did some stuff on the British monarchy about 3-4 years back, but it may not be available on DVD yet (it ran on BBC3, and there's usually a 5-7 yr delay before their documentaries hit video on this side of the pond). It also only covered the big players; the lesser kings got papered over (mostly because they didn't do much other than drink and die).