Foreign Affairs is tough because there arent really a lot of movies out there that focus on the policy aspect like fog of war. You could look at movies based on real events like Thirteen Days (based on the cuban missile crisis and a very good movie) but really like Brutha said, you've got to read.
If you're willing to read and you're really serious about becoming informed on foreign affairs what you need is a subscription to
Stratfor, they know what theyre talking about when it comes to this kind of stuff. Other than that, there are a lot of good newspapers (New York Times, BBC (not a newspaper I know but very similar), weeklys (Times, Economist (is economist weekly?)) and more academic journals (Foreign Affairs, Atlantic) to keep you up to date.
As for history...maybe go buy a textbook from your local university bookstore?