One good way to improve your Spanish listening skills is to watch documentaries in Spanish on the internet. There are a good range of Spanish documentaries available online on sites such as RTVE and YouTube to name two of the more famous. Some of these documentaries were made in Spain or Latin America originally but some are translations from English and other languages. I have made my recommendations for a top 5 Spanish documentaries or documentary series for you to watch below, however, in reality, what best suits you will largely depend on personal taste and Spanish ability. This therefore is just a general guide to watching Spanish documentaries and the themes are quite diverse - my aim is really just to give you an idea of what sort of material is available so you can find the documentaries that interest you.
1 - Documentos TV
My first recommended documentary series is available for free from RTVE.es (the home of the Spanish national television and radio) - follow the links from the RTVE homepage (search on Google.es) to "RTVE a la Carta" and then the "Documentales" section. Documentos TV is one of the top 5 series at the top of the page - if you follow the link there is a large archive of documentaries all lasting around one hour. Most people will be able to find at least one or two to interest them but watching all will expand your vocabulary on a range of themes - for example the most recent at the time of writing this article are about themes as diverse and the hunt for the last Nazi and poker fever. This is the signature documentary series for RTVE and the episodes are clearly presented and provide deep and thought provoking insights.
2 - Imprescindibles
This is another of the documentaries series available if you follow the same route as above to the RTVE documentales page. Imprescindibles is another documentary series but this time tends to focus on hour long episodes about important figures in Spanish culture. If you don't recognise the names these documentaries might not interest you but I found most episodes very interesting.
3 - Espanol en el Mundo
Again follow the RTVE.es link to RTVE a la Carta and this time select programas. Espanol en el Mundo isn't a documentary as such but a series following Spanish people in cities around the world - the episodes last just under an hour and each one follows four or five Spanish natives in their daily routines in their new cities having migrated abroad. The series is really interesting, more socially based and hence informal and I found also a bit more happy than most other documentaries.
4 - Documania TV
Again no individual documentary but this Spanish website (search on Google.es) offers a huge range of Spanish documentaries. The topics range from history and science to geography and religion - as a result there is something for everyone. I would especially recommend the National Geographic documentaries available.
5 - Bear Grylls and Louis Theroux
These are two of my favourite documentary series in the UK and luckily they are translated or at least subtitled in Spanish. Bear is available on YouTube if you search "A prueba de Todo". The Louis Theroux series is difficult to find in complete but there are clips and episodes if you search on Google.es.