We have seen a documentary on Ss. Peter and Paul, The Passion of the Christ (I skipped this because I didn't want our daughter to see any of it), The Return of the Icon, and most recently, Ostrov (The Island).
If you are Orthodox and have not seen The Island, then it is imperative that you get a copy! It is in Russian, but you can find dvds with English subtitles.
Here is a brief description of the movie from Wikipedia:
The film is focused on father Anatoly's repentance of his sin (therefore the virtually continuous occurrence of the Jesus Prayer); but the transgressions of the depicted character (a fool for Christ) and their impact on the others are the means by which the actual plot develops. Thus, talking on character's self-awarness, film's director Pavel Lungin said he doesn't regard him as being clever or spiritual, but blessed "in the sense that he is an exposed nerve, which connects to the pains of this world. His absolute power is a reaction to the pain of those people who come to it;" while "typically, when the miracle happens, the lay people asking for a miracle are always dissatisfied" because "the world does not tolerate domestic miracles." Dmitry Sobolev, the scenarist, further explains: "When people ask for something from God, he is often wrong because God has a better understanding of what a person wants at that moment." Pyotr Mamonov, who plays the lead character, formerly one of the few rock musicians in USSR, converted to Eastern Orthodoxy in the 1990s and lives now in an isolated village. Pavel Lungin said about him that "to a large extent, he played himself." Mamonov received a blessing from his confessor for playing the character.
The simplicity, the humbleness, the remoteness, the miracles converge into creating a timeless snapshot of the Orthodox spirituality, apart from the historical circumstances. Patriarch Alexei II of Russia praised Ostrov for its profound depiction of faith and monastic life, calling it a "vivid example of an effort to take a Christian approach to culture."