Triumph of the Will
If you ever get a chance to see Triumph of the Will, particularly in a theater, do it, not only because it is the best example ever created of the power of the media to seduce people into unknowingly move in utterly horrific directions, and not only because it will give you insight into how a Hitler can move people to unconditionally follow him, but also because, if you are a film lover, you will actually enjoy it purely as brilliant filmmaking.
Leni Riefenstahl is pretty cool. Not what you'd expect from a Nazi propaganda filmmaker. A true artist.