I hesitate a smidge to recommend the video Castle, because it is based on Macauley's book of that name, and books are generally to be preferred. However, I find Macauley's books are hard to read out loud, even to interested 4-5 year olds, whereas the videos, which mix live action and animation, are easy for kids that age to watch. They are also very, very good--instructional without being pedantic, engaging without being giddily enthusiastic.
The castle in question was built in Wales in the 13th century by the invading English. Macauley takes the viewer on a tour through real castles, demonstating his impressive understanding of how things were built and his ability to translate this knowledge into terms the rest of us can grasp. The live action shots are interspersed with animated vignettes of the lives and doings of fictional people living in such a castle, bringing, as it were, the ruins to life.
Bringing medieval siege warfare to life is what Medieval Siege is all about--specifically, how do you build a trebuchet (the biggest baddest catapult of all), when you have no plans, no surviving examples, and only a few historical references? How exactly does it work? The Secrets of Lost Empire series takes a problem like this, and puts live experts (and live workers) to work on it. Different experts have different theories, and everyone involved learns by doing--there's a lot of open disagreement shown. The physical labor involved is tremendous--the idea is that everything will be done by hand, with authentic tools. I think this is great stuff for kids to watch, in as much as it teaches that learning involves a lot more than being told things. Medieval Siege is a favorite in our house, because there is a lot of catapult action (it is pretty cool to watch walls getting smashed with giant boulders). I think it is the best one of this series to start with--they run for around 60 minutes and some of them are a bit too slow for kids.
NOVA has lots more information on trebuchets at their website, including a trebuchet game.
Problems with this video:
1. At the end of the video, viewers are sent to the NOVA website for information on how to build their own trebuchet. My boy really really thought he was going to get to build a full size siege engine in our back yard ("Can we build my trebuchet now?" he asked incessantly). However, he and his father did build a model that gave him some pleasure.
2. My boy wanted to dress as a trebuchet for Halloween. He decided his baby brother could be the boulder.