A 33-minute documentary made by a then-17-year-old Vivian Kubrick (Stanley's daughter) about the making of The Shining is available in its entirety on Google Video. From Wikipedia:
It has some candid interviews and very private moments caught on set such as arguments with cast and director, moments of a no-nonsense Kubrick directing his actors, Scatman Crothers being overwhelmed with emotion during his interview, Shelley Duvall collapsing through mental exhaustion on set and a very playful Jack Nicholson enjoying playing up to the behind the scenes camera.