It depends on many things/ especially the details, quantity of material, both video and pictures, which make me focused on it.
Romanovy -- Ventsenosnaya Semiya, 2000
Tsesarevich Aleksei -- Zhizni and smert naslednika, 2004
Rasputin - Dark Servant of Destiny, 1996
Poslednie Pyat' Let, 1994
Last of the Czars - Discovery Channel, 1998
Also I love some documentaries from Church's POV about IF, in Russian.
Also, I do like Nicholas and Alexandra release from 1971, but it has numerous mistakes.