I'll go down the route of recommending what I consider the best DVDs rather than events.
Rise & Fall of ECW - One of the best documentaries ever and some superb bonus matches.
Bret Hart: Wrestling With Shadows - A crazy look behind the scenes which coincided with the infamous screwjob, essential viewing.
Either of Ric Flair's DVDs, although I prefer the second one simply because it has a bio on Flair, really good documentary bit where they interview him.
Any of the 3 Shawn Michaels ones. The first is the shortest but it has the most essential matches. The second has the bio/docu bit which is really well done. The third is the weakest, but still worth a look as the matches are great as usual.
AWA and WCCW DVDs both have really good documentaries.
I mean honestly using silvervision.co.uk you can get so much, WWE make such great use of their tape library, coming up are some great sets to like the Best of Nitro, there aren't many you can go wrong with. Even the Bret Hart one which has a snoozer of a documentary is saved by the great matches.