Be sure to see Synths in TV and Film for videos and pics.
Deconstructing Dad - Raymond Scott
OHM: The Early Gurus of Electronic Music (2005)
Tangerine Dream Live at Coventry Cathedral 1975 (2007)
Modulations: Cinema for the Ear (1998)
Better Living Through Circuitry (1999)
Oxygene: Live In Your Living Room (3D version here)
Et la tendresse?... Bordel!
Liquid Sky on IMDB
Liquid Sky on Ebay
Liquid Sky on Amazon
via synthetic in the comments of this post: "Neil Diamond's "The Jazz Singer" was on cable a few days ago and the synth player was rockin' an ARP Quadra. I think I saw a String Ensemble in there too. The last concert scene, "Fahhh, we've been travelin' faaahhh..."
Stockhausen Interview 2007
Also see Synths in TV and Film and the Synth Movies label for more, for example this excellent documentary on KORG.
Uploaded by ssensseless on May 26, 2010
Theremin: an electronic odyssey -trailer-
YouTube Uploaded by ssensseless on May 26, 2010
Intro to Synthesis by Dean Friedman
Daphne Oram documentary - Wee Have Also Sound-Houses & Early BBC radiophonics: Private Dreams and Public Nightmares (1957)
Pierre Henry documentary - The Art of Sounds
Barry Schrader & Death of the Red Planet
DEWANATRON! A 3D Stereoscopic Documentary (Official Teaser)
DEWANATRON! A 3D Stereoscopic Documentary (3D Trailer)
What the Future Sounded Like (2006)