PBS ran an excellent 4-hour documentary about Andy Warhol. If you are a fan of his, I highly recommend it. A few years ago there was an excellent exhibition at MOCA LA comparing his early commercial work with his later works, which I found fascinating. In fact, we went in the wrong entrance and ended up looking at the later work first, which made it very interesting to see his early drawings. Even if you're not a fan of his art, I think any art student would have to admit that he had an enormous influence on contemporary art. I think John Cage was interesting as a composer because many of the pieces he wrote challenged the audience to think about the definition of music.Warhol's works did the same, asking the audience to think about the definition of art.
I've seen several films about Warhol, including a couple of documentaries, and this one is by far the most all-encompassing. Of particular interest is the first hour, which covers the early part of his life, and which is the part least covered in other films.
Although it might seem like 4 hours is a long time to spend on one person, you still get the feeling when you're done that you have barely learned about this man. That's not a reflection on the quality of the doc, it's a reflection on how complex he was, and how much of an enigma he made himself to the public. He was one of the most famous people in the 20th century, yet most people know almost nothing about him, even people who were close to him.