I love PBS, and they have a great 3 hour Physics mini series (nothing mini about) available online called The Elegant Universe. It really puts into perspective the roles of some of the great physicists such as Newton, Maxwell, Einstein and Bohr and show how they helped unveil the secrets of the physical universe.
If you have little or no idea about String theory, Quantum Mechanics, General theory of relativity this is an excellent starting point. This is a well paced and interesting series of videos with wonderful eye candy!
"We live in a Newtonian world of Einsteinian physics ruled by Frankenstein logic." - David Russell