John A.: Birth of a Country (2011, CBC) is an award-winning docudrama which tells the story of Canadian confederation and the circumstances that precipitated it, 1856-64 I believe. Available fairly readily for purchase in various formats. Perhaps a little more specific than you're looking for, or not quite documentary enough, but a wonderful film nonetheless.

I personally think it's excellent, and would recommend it to anybody interested in this stuff; frankly, I feel that Canadian media is embarrassingly amateur, by and large, but knowing that only makes this film stand out even more as a real quality work of cinema. If you check it out, I sincerely hope you enjoy it as much as I have, I've watched it several times and will certainly watch it again.