I've been watching Oliver Stone's film 'Ukraine on Fire', fascinating historical background to why this diplomatic disaster and ensuing latest hot war started in an area that's been smoldering and erupting for the last 100 years.
If you liked it you might also find the French documentary from Paul Moreira interesting. There's some overlap, but this one focuses on the events of Odessa more.
> "Ukraine The Masks of the Revolution", a documentary about role of extreme right-wing paramilitary groups in Ukraine during and after the overthrow of the Yanukovych government, and especially in the violence in Odessa in May 2014.