Two videos come with the Deluxe edition of Unreal Tournament III. The shorter one is in some sense an advertisement about UT, while the longer one (25 minutes?) is about making the game.
The latter is the best video I've seen about making games. It is not only well-made, it emphasizes the importance of playing the game as soon as possible (in little more than a month from starting, in this case), the iterative nature of production, and way that new ideas are discovered along the way, the importance of getting rid of what doesn't work. It also clearly shows that level design is a part of game design, with the art important to the end product but added after the game design is tuned to perfection.
The short video is good for making a point, as Cliff Bleszinski says early on that a designer's best resort is to put things into a game that he likes/thinks are cool. This is dead wrong, of course, if you design a variety of games, but is correct if you only design shooters (which is what CB and Epic make). More than any other genre, shooters are all "the same" in the end, so what one fan of shooters really likes, another is likely to like. Even so, he says in speaking of UT I, that they threw lots of things into the game to see what stuck, which again is a reference to the importance of testing, testing, testing. No matter what you think, not matter how cool something seems to be, you have to test it and see what a variety of people think.
UT III Deluxe is also good for the UT editor and many tutorials for the editor.