>>1777
The embedded one is one of his yearly 5 minute minidocs.
There is some excellent content on his blog here:
http://www.bbc.co.uk/blogs/adamcurtis
As for his full length docs, I would recommend starting with Century of the Self. It follows various members of the Freud family and discusses how Freud's views were appropriated by both industry and government in order to create a move favorable economic and political order.
After that one, I would suggest that you watch anything that grabs your attention. With the possible exception of his newest (which is good, but more style than substance compared to his earlier work, imo), I suspect that you will find all of them interesting.