It's called "
Inside America's Service Academies" and it usually airs on The Military Channel. It's a 3 part series, 1 hour each.
It's a little dated, following the class of 2002 I believe, but its still fun to watch.
Surviving the First Year - Military academies boast unique physical and educational requirements.
No Time Off for Summer - Cadets struggle to overcome their physical limitations.
The Making of an Officer - Seniors serve as examples of high moral standards and honor.
One interesting tidbit while watching the series is that the CO of the USCG Cutter Eagle at that time was (then) CAPT Robert Papp, who is now the Commandant of the US Coast Guard.