I love travel documentaries, especially British ones. Michael Palin of Monty Python has a large series of them starting with "Around the World in 80 Days" where he attempts to recreate the journey of Phileas Fogg, circumnavigating the globe by land and sea. I've been a big fan of Monty Python since I was very little so watching Palin sort of feels like watching an old friend or distant uncle. His most recent documentary is "New Europe", in which he tours around several European countries, visiting rare spots, talking to locals and sampling the food, and it's just so much fun to see all the little restaurants and places that you probably wouldn't get to see even if you were to visit these countries yourself.
One show I really wish we had available here is the Japanese "Sekai Fureai Machi Aruki" (Walk the Town and Meet the World), shot in first person with a steadicam as if you are walking through each city. A voice over speaks to the people encountered on the trip as we get to see the insides of various small shops and restaurants and famous locations, and it has a wonderfully nostalgic feeling that Japanese people seem to love (sort of Ghibliesque in a way). I love walking tours and used to occasionally watch this show at Aya's house, but unfortunately it's almost impossible to find online except in small bits.