There is a GREAT documentary on West Point by National Geographic called "Surviving West Point." It's a two-disc set, over six hours long, and if you're wanting an in-depth view on R-Day, Beast, etc., this is a must-have! It follows four new cadets from R-Day all the way through Beast into Plebe Year. Not sure if it goes on to subsequent years; only made it through an hour and a half so far, but it's packed with almost everything you could want to know. And unlike a lot of documentaries, there is less after-the-fact interviewing than usual, which means more shots of what the new cadets are doing! And in-depth is an understatement; while it doesn't cover everything, the stuff it does cover you get to see a lot of, making it very interesting and wishing you were there.
I also like watching the cadets when they see the camera. In one part, a cadet seargent asks a new cadet reciting Knowledge if he gets nervous around the camera, which the cadet readily admits! In another part, after the march to Lake Frederick, the cadets have some free time and some are playing frisbee when they drill the camera and nearly knock the cameraman over!
Like I said, GREAT watching it; I'll probably watch it fifteen times before R-Day!