Discovery Channel has a lot of cool "How it's made" episodes that are fabrication related.
I think it would be fun to start a thread and post up the neat ones. If you've found one that's relating to the welding industry, or how something is fabricated (especially if it involves welding) post it up here.
I'll start off with one that should be interesting for any stick welding aficionados: how stick welding electrodes are made!