I watched the whole series, it was well done as you say. The World at War series is comparable to that.
If you're interested in WWII the documentary Secrets of WWII is interesting. I also have Restricted Flims of WWII. This documentary is mostly newsreels, which are kinda tacky and perhaps not worth buying unless you're hardcore war nut. But it's far more realistic in the portrayal of war in that war is a lot of hard work and boring, except for the guys on the frontline doing the fighting.