From The Age of the Regency (which I think has 3 episodes). As you can tell I've completely fallen into a BBC Four documentary addiction. But YouTube makes it so easy...
Direct link to the YouTube video here. I can't help but love documentaries that express love for architecture. And the Regency architects did create some magnificent works.
If you don't have time to watch the entire hour - in the first four minutes there are some excellent views (interior and exterior) of the Brighton/Royal Pavilion, and then some minutes after the 40min point there's a chunk of Jane Austen (her house, the Regent, her books, Sanditon). Also discussed: The Elgin Marbles, Edinburgh's National Monument, John Soane's Museum (I'll never figure out why no one's written a really good bio of Soane, full of juicey gossip and period cartoons), The Waltz (Worsley: "Don't be fooled by the plinky plunky music - this is dirty dancing."), Thomas Hill's study at Ettington Park (where pink isn't an exclusively feminine color in 1813), Leamington Spa, John Nash, Carlton House (and why George demolished it, short version: he moved to Buckingham), etc.
And another fun aspect is the music the editor's chosen to use underneath all the images. It's a bizarre mix of everything from Classical Gas by Mason Williams, to People Are Strange by the Doors, to Nice N Sleazy by the Stranglers. Not exactly what you'd think of as Regency music, but somehow it works.
[I'm adding more links to the series of YouTube Lucy Worsley documentaries I've been watching on youtube here. Or you can just search youtube with her name and you'll find lots of video.]