James Burke
Connections
The Day the Universe Changed
While I do not always agree with every conclusion Burke puts forth, I believe that the two series (of a few he has been involved with) are, without a doubt, two of the finest presentations of the Why's of How Things Work (and perhaps the brainiest and yet most accessible TV educations one could ever hope to receive).
These two 'documentary' mini-series, along with a great set of Encyclopaedia of (then) current technology, not only uplifted my mind from the non-teaching I received in public school, but helped shape my understanding of Humanity, and thus, our civilisation and history.
A GM, of sandbox persuasion or not, could stand to watch the two full series before setting off on a campaign or world-building tear.
Enjoy.