I'm trying to get a better understanding on that time period of America, and I feel like watching something on it could really help me out.
In 1978 NBC spent 25 million dollars to produce their epic mini series "Centennial". This series had twelve episodes and a twenty-six hour running time, so it is really stretching the concept of a mini series. The first four episodes were nine hours long and are devoted to Colorado in the 1795 to 1860 time period. They are available for free on You-Tube, but you will have to search for "NBC Mini-Series Centennial" yourself on You Tube, because I can never get You Tube links to work correctly.
12 years a Slave covers the period between 1841 and 1853.
Any movies about the Alamo or the Texas War for independence with be set during the 1830's.
Amistad, of course.
The first four episodes of Ken Burns' The West. True to form for the greatest documentarian-historian in the US... And although it is obviously later, his Civil War series as well.