There are several free documentaries about the jazz age online. At Learner.org you can watch A Biography of America episode on the 1920s.
NHK English presents the fascinating film “Manhattan: Crucible of an Era” about New York life during the period.
Ken Burns’ documentary on Jazz in the 20s is available on youtube
C-span offers an academic lecture “Culture and Society in the 1920s”
PBS documentary “Al Capone: Icon”
The Library of Congress presents a lecture on funny Yiddish songs from the 20s