http://zeitgeistmovie.com/ This is, quite possibly, the most informative, interesting, and depressing movie I have ever seen.
It's long, 1 hour 56 minutes, but so worth it, so very worth it. The intro is around 7 minutes long, followed by a 2 minute long joke from George Carlin (whom I don't find funny at all), so if you were to skip ahead to 9:40 you'd begin at Part I, and avoid the intro + George Carlin joke.