Vintage newsreels, documentaries and news snippets are finding their home on the Internet. Many of these are available free-of-charge and are pretty cool. A couple sites that you might want to check out:

Internet Movie Archive - tens 'o thousands of documentaries, commercials and newsreels. The infamous "Duck-and-Cover" is one of the most popular.

British Pathe - tens 'o thousands of British newsreels. The 128kbps version has their address watermarked on them, but they are still free. Fill out the "order form" and you'll find your total cost is 0.00, enabling you to download your purchase.