I personally recommend the Battlefield series, already mentioned by others. I don't think it's good to binge-watch all of the episodes, I think it's better to watch one at a time on a leisured pace. I especially like the analysis made on some lesser know battlefronts, like Soviet invasion of Crimea or Soviet invasion of Manchuria.
Talking about Battlefield, I also like Battlefield: Vietnam, one of the most neutral Vietnam documentaries made in the USA. Unfortunately, it never gets the grand strategy view of the Vietnam war and why the USA lost it: because politics is a part of war and you can lose a war even if you make your enemies lose more soldiers than you do. A good way to sum this up is to compare the Japanese view what should happen in a war (die for your Emperor/country is the ultimate glory), Patton's quote about the way wars are won (making more enemy soldiers die for their country than your own) and Ho Chi Minh's quote about how the enemy could kill ten of their men for each Vietnamese, but they'd still win. Sometimes I miss this politics aspect of grand strategy in the Hearts of Iron series. There are other ways to lose other than having every major city / victory point being occupied, and casualties don't seem to matter that much to war exhaustion and national unity. I mean, in the end, the Japanese strategy to winning their war was basically that: make the USA too exausted to insist in waging war. It was a broken strategy, but there should be a way for their plan to work in this sandbox game that doesn't involve unrealistic Japanese invasion of the American West Coast or weapons of mass destruction.