Whilst not comprehensive, here are some Pagan friendly resources that I can personally recommend.
- Rome (2005-2007). One of the best television series I have ever seen - set in ancient Rome during Caesar's time. Some of the historical detail is blatantly wrong, but the atmosphere and story line of the series is brilliantly engaging.
- Vikings (2013+) The first few seasons of Vikings are brilliant, though unfortunately the writing starts to weaken from season 4 onwards. It loosely follows the story of Ragnar Lodbrok. Like Rome, it is not historically accurate but seeks instead to evoke the spirit of the times, which is mostly does extremely well.
- Agora (2009). Already a Pagan classic - based on the life of Neoplatonist philosopher and mathematician Hypatia, who was murdered by Christian fanatics in the 5th century CE. This is a really fantastic, inspiring film.
- Pan's Labyrinth (orig. El Laberinto del Fauno, 2006). The Pagan themes are subtle, but the magic is not. This is a really beautiful, haunting film with much depth.
- Game of Thrones (2011+). The Pagan themes are generally pretty subtle, but with most of the characters professing belief in polytheistic religions it is clear that the series is fundamentally Pagan friendly. Better still, the storyline is brilliantly engrossing.
- Gladiator (2000) There are only a few Pagan references in this film but where they occur they are brilliant, in particular the references to the afterlife.
- The Borgias (2011-2013). Ok, so it isn't strongly pro-Pagan but it certainly isn't pro-Christian either. There are a number of Pagan sympathetic scenes, particularly during season 2. This is probably the most sumptuous and decadent TV series I've ever seen. I love it!
Some documentaries that give a fascinating insight into the Germanic tribes during the Roman period are The Germanic Tribes: Barbarians against Rome; The Germanic Tribes: Battle of the Teutoberg Forest; The Germanic Tribes: Pax Romana; Barbarians - the Franks; Barbarians - the Goths; and Enemies of Rome - the Vandals (this latter documentary is also interesting because it demonstrates how 5th century Christian intolerance and preoccupation with heresy - which replaced Pagan syncretism - played out as a contributing factor in the fall of the western Roman empire). Dealing with the post-Roman period, Barbarians II: The Saxons is enjoyable and edifying, as is Barbarians - The Lombards. On Pagan Vikings see Neil Oliver's Who Were the Vikings and Vikings - The Trading Empire. On pre-Christian Paganism more generally, from a mostly Celto-Germanic perspective, see Richard Rudgeley's Pagans. See also Secrets of the Viking Sword for a really fantastic and illuminating documentary about sword making. Germanic Heathenry is not discussed in Nymphomaniac but there are definite hints of Paganism in this disturbing but ultimately enjoyable film by Denmark's most in/famous film maker, Lars von Trier.
Regarding ancient Celts Neil Oliver's A History of Celtic Britain: Age of Warriors is highly engaging. The Wicker Man (1973) purports to deal with reconstructionist Celtic polytheism, however, this movie is not really pro-Pagan imo, but it is entertaining (make sure you don't accidentally watch the Nicholas Cage remake though).