I especially enjoyed London in 1927. This was one of the earliest colour films ever made, not an original black-and-white film that was later colourized by using new technology. The silent movie contains colour footage of 1920s London shot by an early British pioneer of film named Claude Frisse-Greene, who made a series of travelogues using the colour process invented by his father William - a noted cinematographer. The colours have since faded a bit leaving the the film with an obvious antique look to it.
You can view London in 1927 at http://youtu.be/Qgxki8_R968.
You can learn more about the BFI archive and collections at http://www.bfi.org.uk/archive-collections. That page allows you to search through hundreds, possibly thousands, of videos that you can watch online. However, I had better luck finding BFI videos on YouTube at http://www.youtube.com/user/BFIfilms/videos.
With all the recent news of a new Royal baby, it might also be interesting to watch the black-and-white film of Britain's Baby Princess, giving the British public the first glimpse of Princess Elizabeth - the future Queen Elizabeth II - following her birth on 21 April 1926 at 17 Bruton Street, London. That video is available at http://youtu.be/A-ifEnLoUVg.