I found a very interesting and professionally made 30 minute clip of a documentary that is having its premiere at the Gateways Of The Mind Conference in London later this year.
Its called Conscious Dreaming and follows 3 young woman as they learn about lucid dreaming. It appears as if this is the whole documentary but apparently its quite a bit longer when showed at the conference.

http://www.youtube.com/watch?v=yKKxCVAsnxE