The library has a DVD version of it to check out, but it is also available online on Internet Archive.
http://archive.org/details/CenturyOfTheSelf1-4
From the Internet Archive site:
The Century of the Self is an award-winning British television documentary series by Adam Curtis. It focuses on how the work of Sigmund Freud, Anna Freud, and Edward Bernays influenced the way corporations and governments analyzed, dealt with, and controlled people in the 20th century.
Includes all 4 episodes:
1. Happiness Machines (17 March 2002)
2. The Engineering of Consent (24 March 2002)
3. There is a Policeman Inside All Our Heads: He Must Be Destroyed (31 March 2002)
4. Eight People Sipping Wine in Kettering (7 April 2002)