This documentary series was made by CNN in the mid-90s and is an epic look at the whole era from a slight focus on the western point of view. It makes good use of contemporary footage and for this class episode 23 is the one you want.
There are a wealth of interesting books on the subject – this list from the Guardian earlier this year has mainly fiction, but number 2 is a great overview and number 5 concentrates on the UK’s approach to Cold War defence and makes interesting and often disconcerting reading. Here’s an article about Thatcher and the end of the Cold War.
Gorbachev and Thatcher both wrote memoirs that set out their own views (not least on each other!). But perhaps the best account is by a British historian who died earlier this year, Robert Service, who specialised in Russian history.