The best wrestling DVDs are generally from the WWE library as they include the NWA, WCW, ECW tapes etc.
The first one that springs to mind outside of this category is the documentary on WCCW and the Von Erichs. There was a WWE version released, look for the one that came out before that though. The title escapes me, I'll ask my mate whom I borrowed it from next time I speak to him, but it is brilliant.
Watch out, for as soon as it pleases them they’ll send you out to protect their gold in wars whose weapons, rapidly developed by servile scientists, will become more and more deadly until they can with a flick of the finger tear a million of you to pieces
RIP Craigos. A true CW legend. You will be missed.