To carry on with my recommendations The Lost Libraries of Timbuctou was exceptionally interesting.
Of the Lost Tribes of Africa:
Programme 4 - West Africa was my favourite. It is slightly tenuously built around the magnificent Benin Bronzes, but it covered many of the most interesting parts of this part of this exceptionally interesting parts of the continent.
NB. This programme pretty much confirms that Jenne-Jeno is part of the WHS, They introduce a local who is working on protecting the remains as part of the WHS, actually just looked at the nomination document and it is clear from the that Jenne-Jeno is inscribed.
Of the other programmes I watched the Nubia and Ethiopia ones which were pretty good but I didn't enjoy them as much.
As you may be able to tell from previous posts I am a bit of a BBC fan, however people may be interested in the other current series of programmes they have going.
They are currently going through the history of the world as told through 100 objects. It is in association with the British Museum and so far has been very good. As you may expect the cross over with WHS is pretty big.
http://www.bbc.co.uk/ahistoryoftheworld/programme is the website, again may only be of use to UK residents but there is other information on there that could be of use.
Apparently there is due to be a 'History of the World' television series coming later which may well be more widely distributed.