Sky Atlantic are showing a documentary series about the history of Britain. Episode 4 seems like it will have a section on the Battle of Trafalgar:
http://thebritish.sky.com/Timeline/#dirty-money.htm
If you scroll down that page you can see a little clip of Nelson's death. Seems to be a decent reconstruction, and the actor of 'Nelson' isn't a bad likeness. The series as a whole looks like it will be very good
