A veritable movie feast for the historically inclined is to be found at CriticalPast.com, an historic film archive.
The site has films from 1890 - 1990, with the heaviest concentration in the 1940's (particularly in regard to WWII).
Some neat films include Coney Island in 1898, William Jennings Bryan in 1910, and a 1929 New Orleans Mardi Gras parade.
Site via MakeUseOf.