I actually just ordered the DVD of the documentary "9/11" that was made by two French brothers called Gideon and Jules Naudet, it was shown on the 1st anniversary but I don't remember having seen it since.
The brothers were there by accident - they were making a documentary about a rookie firefighter at one of the firehouses, following him through his training, and Jules got one of only two videos IIRC of the first plane crashing, the firefighters were investigating a gas leak and heard a roar above them, Jules panned the camera up to see the first plane hit. The firefighters let him go with them to the towers and he just kept his camera rolling, as did Gideon both back at the firehouse and on the streets, trying to find his brother and just knowing that his camera was capturing epicly historic events.