The following program -- entitled "Ultimate Autos: Cobra" -- was originally produced in 20001 for The History Channel. It provides a good overview of Carroll Shelby's life as a racer, team manager and car builder.
The episode covers more than just Cobra roadsters and coupes, but also deals with his involvement with the Ford GT40s, the Shelby Mustangs, the Shelby Dodges and Viper, the continuation-series Cobras and, finally, his ill-fated Series 1.
I'm sure it's a story you all know, but it's fun to watch anyways. Enjoy!