Richard Wortmann's Scenarios of Power: Myth and Ceremony in Russian Monarchy from Peter the Great to the Abdication of Nicholas II is one of the best surveys of the institution of the tsar. W. Bruce Lincoln's The Romanovs: Autocrats of All the Russias and Lindsey Hughes's Romanovs: Ruling Russia 1613-1917 are good general surveys of the dynasty's history.

For films, I suggest Russian Ark which follows the history of the Hermitage (shot on location) for three centuries and dramatizes the tsars.