BBC's Nature's Great Events (US Title: Nature's Most Amazing Events): Narrated by David Attenborough (or Hasani Issa in the US), takes a look at the grand scale events like thaw of sea ice in the Arctic, the salmon run, migration in the rainy season in Africa, ocean currents driving the sardine run, Kalahari floods, and the plankton bloom, with snapshots of how it effects individual species and animals. It's my favourite because it's not an account of specific animals lives, but it's telling a story of larger events. (also see: BBC's Life, Yellowstone, South Pacific, Frozen Planet, Galapagos, Human Planet, Planet Earth, Madagascar).
BBC's The Incredible Human Journey: Presented by Professor Alice Roberts, is an amazing show about early human migrations and the evidence behind the leading theories, also talking about alternative theories. I love it when scientists present shows out of love for a subject, and they treat the subject with respect and acknowledgement that what makes the scientific endeavour worthwhile at all is the honesty and logic that goes into the pursuit of supporting hypotheses. (also see: BBC's Origin of Us, The Ascent of Man)
I can't decide a third, so many good documentaries. I feel like picking COSMOS or The Ascent of Man is cheating because they're so long and cover so much, and I can think of over 30 great documentaries that are equally deserving as my favourite two.