We don't have a TV, so the dc chose what they want to watch from iplayer or other internet places.
Ds (age 5yo, just) is the youngest, so what he watches is perhaps for older children than he would if he was the oldest.
He does like Horrible Histories, but that's probably all the children's he regularly watches. He sometimes watches Nina and the Neurons too, and occasionally Mike the Knight.
BBC iplayer sometimes has documentaries that he enjoys. Watch out for "The Bloodhound Adventure". It's researching (at child level) into a machine to break the land speed method. Lots of experiments, information etc. I keep meaning to find out if there's a DVD of it. Ds also does any history programme about WWII, and there's often a one on.
What he loves is history about WWII or aeroplanes. The history channel has some documentaries that imo are just suited for 5yo. It's done in bite size chunks, repeated several times and with simple language. His favourite is "Sinking of the Bismark".
He also likes information stuff on planes, you can get a certain amount on youtube, particularly Red Arrows and Concorde, both have some fantastic stuff to watch. You do need to keep an eagle eye on Youtube. I reckon any innocent search is only 3 clicks away from something unsavoury, so he's only allowed to do that with me close enough to see and hear.
He enjoys Dad's army DVDs too, and I've got him a copy of the DamBusters to watch at some point.