Milton Friedman made a series of documentaries in the 1980s (and then an updated series in the 1990s) about the free market, and how it effects the lives of those involved. Due to the fact that Arnold Schwarzenegger presumes to narrate for a good share of the 1990s series, I suggest starting with the 1980s series. The debates at the end of each volume are really interesting.

Watch them here.