I can't remember any documentaries at the moment, but there are several really good books. I am currently reading Leslie Peirce's 'Empress of the East' and 'Imperial Harem'. Two very good books about the harem in particular. Then there are books like Caroline Finkel's 'Osman's dream, the Story of the Ottoman Empire 1300-1923' and Colin Imber's 'The Ottoman Empire, 1300-1650'. The latter ones are more general books about the Ottoman Empire.