American Memory Film Collection at the Library of Congress.
Click on the title of the topic that interests you, then click on “List the Film Titles” for the individual film. That link will give you a choice of mpeg, rm, or QuickTime for most of the films. Which you can then watch. (Some of the topics are less straightforward, and you have to hunt a little for the list of available films.)
The coolness brings me near to weeping. These are real people I’m looking at, and it’s a lot easier to realize that from film than from photographs.
These are mostly nonfiction films, out of copyright, very short. It’s like magic. Like looking through a time machine.
You can also listen to some audio recordings. Ever wondered what Theodore Roosevelt’s voice sounded like?