Here are three PBS Frontline videos I think you will find worth watching (each one is about 55 minutes long):
This one (which aired on May 19) is titled “Inside the Meltdown”, and details the first year of the financial crisis.
Inside the Meltdown | FRONTLINE | PBS Video
This one (which aired last Tuesday) is titled “Breaking the Bank”. It picks up roughly where the first video leaves off, and explains the near-collapse of the banking system in the U.S., and the government take-over which followed.
FRONTLINE: breaking the bank: video - watch the full program | PBS
This one details the Bernie Madoff investment scandal, and why it took the government so long to catch him.
The Madoff Affair | FRONTLINE | PBS Video