I'd throw in MicroCosmos as a great documentary (scientific look at nature and insects), along similarly facinating lines. But, I have only the VHS as I think this is still being waited for on DVD... Any info on it would be greatly appreciated...
For All Mankind: Criterion Collection is a great film to go along with the ones you already have. FTETTMoon on DVD was the original inspiration behind my purchasing a DVD player way back when and is still an amazing series (though the packaging leaves something to be desired)...
I have both the Cosmos and SH's Universe sets as well, and appreciate them greatly... I kinda like the NASA Archives sets of Gemini and Apollo 11 - Don't have the Apollo 8 and Mighty Saturns yet... They're more recorded films taken directly from the NASA broadcasts and don't have a full documentary feel at all, but they're fascinating if you're into the space thing...
I'm a big documentary guy, and while not on the exact same subject, I've found that even some of the inexpensive A&E/History Channel sets are amazing too... I'm particularly fond of the Myths and Legends set (Holy Grail, Atlantis...) and the Mysteries of Egypt set (Sphinx, Building the Pyramids, Tombs and Mummies...) Each of the two disk sets can be found retail for $15 or so, and they've all got four 1 hour long show on them. The Las Vegas set is also very cool...
Lost Civilizations (Time Life Collection) is also a cool set... Found for about $45, it has 10 hour long documentaries, detailing ancient civilizations (Aztecs, Babylonians, Celts, Greeks, etc...)
Last Days of the Civil War (History Channel) is also a very good box, personally... Very interesting features, plus a few episodes of A&E Biography for Lincoln and J.Davis to boot...
The Endurance, narrated by Liam Neeson, is also excellent - Much easier to get through than the long and drawn out Kenneth Branaugh A&E film adaption (personal opinion only...)
And as the proud owner and lover of 33 PBS Gold disks (the pride of my collection), you can't go wrong with most of these - Watching my latest one on MacArthur later tonight...
Hope there are some things here to have piqued your interest... I know, I know, I can't shut up about these things...