Netflix offers an 'on-demand' option that we've been using for about a year. The Roku digital video player is a little black box that hooks to your TV and streams movies from your modem either wirelessly or via hardwire. I think that's right. No matter - it works.
There are ample resources in instant-play documentaries available on Netflix. A vast world of PBS, IMAX, NatGeo - right at your fingertips. No trips to the library involved! We've utilized many during unit studies or just in following whatever Max wants to learn about. For awhile he was all over the Walking with Dinosaurs series from the BBC. Then it was Shark Week reruns. So far I've always been able to find something applicable and appropriate with respect to whatever we are working on. A few clicks of a button and you're off on another adventure!
The on-demand feature offered by Netflix is compatible with Xbox 360, PS3 and some Tivo systems. There are other hook-up options, so in case you are curious, check out this link: ROKU. I have found it to be a very useful addition to our curriculum.