I've been always interested in astronomy, read a lot, had my own telescope and photo rig that allowed me to make first photos of the cosmos in the pre-digital photography era.
If you are sharing the fascination, here is a list of documentaries I would strongly suggest you to see - in my opinion those are the best space documentaries I have ever seen. The order of the list is not random - the documents at the top should definitely be seen first:
- Journey to the Edge of the Universe
A perfect documentary to begin your journey, with mindblowing CGI and great narration by Alec Baldwin. It gives you an overview of our knowledge of the universe, and presents it in a way that can mesmerize you with the beauty and mysteries of the universe, without being too childish or too scientific. No talking heads, no scientists trying to impress you - just a beautifully rendered journey through the universe accompanied by calm and informative narration. Highly recommended!
- How the Universe Works
An 8 episode miniseries covering the universe in bit more detail. This documentary also manages to spark the imagination and interest in astronomy through the very interesting way of presenting various aspects of our knowledge of the universe, acompanied by the absolute top-notch visuals. I particularily love the episodes about the stars and the galaxies - really helps you understand the astounding, epic vastness of the universe we live in.
- Wonders of the Universe
A four episode miniseries by prof. Brian Cox. While sometimes it's hard not to smile seeing the romantic image of himself that he is creating through the series (visiting Katmandu to explain one thing, then spending a night on the desert to explain another), he surely manages to convey his fascination with science and with mysteries and beauty of the universe. This series has the best CGI of all the documentaries (best rendition of the insane speed at which the neutron stars are spinning I've ever seen!), but - what's even more astounding - has some absolutely mind-blowing shots of the remote and wonderful places on Earth Brian Cox visits while explaining the universe. And, last but not least, it can really show you astronomy as something beautiful, mysterious - and not just numbers, telescopes and satellites.
- The Universe
This is a monumental, in-depth ongoing series of documentaries about space and the universe. Currently (2012) the series has six seasons packed with the latest state of our knowledge on the subject. The series has its better and worse episodes, you can tell whether you are watching a "gee, what else we could talk about" episode or something really fascinating and new. The series has a bit of "talking heads" syndrome, and the CGI is nothing to write home about - but if you are looking for a series offering the most detailed information on all aspects of Universe, this is the one.
- Wonders of the Solar System
If you liked the "Wonders of the Universe" with Brian Cox, you will like this one. Technically this series was the first one he created, but as it talks mostly about the solar system (as the title suggest) you should view this after you have the general overview of the universe. The romantic narrative, top CGI and absolutely mindblowing shots of beautiful places on Earth are present in this series as well.
- Cosmos (by Carl Sagan)
A precursor of all modern space documentaries. It is considered THE most important documentary by many people, but I must admit I do not share that sentiment. If I saw this back in 1980s and it would have been the document that made me choose astrophysicst career - then yes, I would probably hold it in a great esteem. For a modern viewer, this series offers a partially obsolete view of mankind's knowledge of astrophysics, accompanied by cheesy trick photography (wouldn't call it CGI) - narrated by a scientist that has done a great deal to popularize astronomy and the search for extraterrestial life.
- Through the Wormhole (with Morgan Freeman)
I would describe this series as something of a pulp comic version of a proper documentary. Morgan Freeman's narration is very akin to his acting on "Bruce Almighty", holding planets or stars in his hands etc. The formula of the series is a lot closer to "The Sun" rather than "The Times" (and not even in the same universe as the "Scientific American"). Meaning, catchy sensational-sounding issues, being skimmed over by the host. Having said that, due to it's nature, you might stumble over something interesting that exists on the fringe of mainstream astronomy - so it's a perfect primer and a starting point for proper research and reading. On a technical side, visuals are quite attractive, and each episode is directed in a way that will appeal to the MTV generation (fast cuts, lot of stuff happening).
I will be updating this post shortly, as there are more - although those are the top ones I can name from the top of my mind.