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DOCUMENTARIES AND OTHER VIDEOS
This video is a trailer for the documentary film "The Last Play At Shea" from 2008.  Read more about it below (scroll down to bottom).
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20/20 Interview (1980)
In 1980, Billy was featured on the popular ABC news television program 20/20.  He was interviewed by Tom Horvath.  This was an excellent and entertaining interview.  ABC finally released it on DVD a few years ago, but inexplicably cut it by about one-half from about 20 to 10 minutes.  

Prior to this Billy had appeared on the Mike Douglas Show in 1976 (performing "Prelude/Angry Young Man," "The Entertainer," and "New York State of Mind," and giving a short interview).  He had also performed on Don Kirshner's Rock Concert in 1974, The Midnight Special in 1975, and Saturday Night Live in 1977 (the evening of his 10th year high school reunion).    See playlist of his early television appearances here.
Can be viewed on YouTube here.
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MTV Night School & MTV: An Innocent Man Tour (1982 &1983)
Billy was the guest lecturer on MTV Night School in 1982 in which he did sort of precursor to his lecture series to music students.  He performed several songs as well, mostly from The Nylon Curtain.  As usual, he was humorous and inspiring.  In 1983, MTV did a special on his An Innocent Man Tour.   Neither was ever released on VHS or DVD.  You can find excerpts on Vevo or YouTube.
Not released.
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Oliver & Company (1988 and 1996)
Billy could have been an actor, he is funny, talented, animated, but the closest he came to acting was voicing the lead character, the Artful Dodger, in the animated Disney film Oliver & Company.  He did a terrific job and the role was perfect for him as the wise-cracking, New York streetwise, mutt.  He sang the lead song too "Why Should I Worry."  The movie was re-released in 1996.
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A Matter of Trust (1991)
This is a very interesting documentary about Billy Joel's historic tour in the former Soviet Union in 1987.  It makes a nice companion to his concert video "Live In Leningrad."  Both were released in 1991 on VHS and have never been released on DVD.   "A Matter of Trust" offers a fascinating behind-the-scenes  look at the tour as well as a glimpse into the lives of the Russian people.  It is also fun to see a young Billy Joel with his then-wife Christie Brinkley and young daughter Alexa, who was just a toddler.  He clearly loved family life, even on tour.  The highlight of this video, however, is a fantastic live version of "New York State of Mind" featuring just Billy alone on the piano in an empty stage.
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Shades of Grey (1993)
Shades of Grey is an excellent film about the making of Billy's last album, River of Dreams.  It originally aired on PBS and was later released on VHS only.  Unlike the other videos and DVDs that have been released about Billy, this is the only one that focuses on the development of his music for the album.  There are some biographical parts of the film, but mostly it is about the songwriting and recording process.  It makes one appreciate the album even more.  I was lukewarm about the song "Blonde Over Blue" until I saw this film, and it made me take a renewed interest in the song and now it is one of my favorites.  Clips of the documentary are posted on YouTube.
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VH1 Storytellers and Behind The Music (1997)
In 1997, Billy was the subject of VH1's Storytellers as well as VH1's Behind the Music series.  Both were very well-done episodes, particularly the Storytellers one since Billy is a natural storyteller and teacher.  It was similar to his lecture series, but included his band.  Unfortunately, neither episode was released on DVD...yet.   Part of the VH1 Storytellers episode can be viewed on YouTube.
Not released.
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Inside the Actor's Studio (1999)
Billy appeared on James Lipton's Inside The Actor's Studio.  Lipton did his usual fine job, perhaps a bit too fawning at times, but very entertaining.  It was clear that Lipton knew his stuff and had done his homework (his favorite song seemed to be "Vienna").  This is the best video interview of Billy I have ever seen, and the highlight is his piano-only version of "Famous Last Words" which sounds much better in this stripped-down format.  Unfortunately, this episode has not been released on DVD.
Not released, but can be viewed online here.
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Piano Grand: A Celebration (2000)
In 2000, Billy hosted Piano Grand, a star-studded musical tribute to the piano's 300th anniversary by the Smithsonian Institution in Washington, D.C.   The event was televised on PBS and was later released on DVD, but the DVD is out-of-print and hard to get.   The special featured many other famed pianists including: Dave Brubeck, Jerry Lee Lewis, Diana Krall and her trio, Marcus Roberts, Katia and Marielle Labeque, Jean-Yves Thibaudet, Robert Levin, Eliane Elias, Cyrus Chestnut, Hyung-Ki Joo (who performed the pieces on Fantasies & Delusions) and others.   Billy performs "Baby Grand" and "Piano Man," and Hyung-Ki Joo performed a classical piece by Billy.  An audio CD of the event is also available.
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Billy Joel:  In His Own Words (2001)
In 2001, Billy released his classical music album, Fantasies & Delusions and Sony released a new compilation of his music, The Essential Billy Joel.   By this time, Billy had given a number of his "master classes" or "Q&A" sessions at music colleges across the country.  The A&E network broadcast one of them given at the University of Pennsylvania.   As usual, Billy was very entertaining and informative.  His special guest that evening with Richard Joo who performed one of Billy's new classical pieces and did a duet with Billy on "Air: Dublinesque" from the new album.  Unfortunately, A&E has not issued this program on DVD.
Not released but excerpts on YouTube.  Playlist is here.
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Charlie Rose Interview with Billy Joel (2001)
Billy was interviewed at length by journalist Charlie Rose on his  PBS news interview show.  He covered a wide range of topics, inlcuding 9/11, Billy's classical music writing, and touring.  A DVD of the program is available, as is an Amazon digital video.  Note that half of the program is Rose's interview with Frank Wisner about the war in Afghanistan.
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Die Akte Joel (The Joel Files) (2001)
This documentary by German filmmaker Beate Thalberg tells the fascinating story of Billy's family, particularly his paternal grandfather Karl Amson Joel who owned a large mail-order business in Germany.   The elder Joel was forced to leave Germany in due to the Nazis forced evacuation and extermination of Jews, while the Neckermann family took over the business and profited greatly.  Joel had to start all over again in New York.   Decades later, Billy and his half-brother Alexander Joel (a symphony conductor in Austria) met the descendants of the Neckermann family in Vienna in an apparently strained but cordial meeting, at least on the surface.   A good article about this documentary and Joel appeared in the Villager and The Jewish Week.
Released!
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American Chopper:  Billy Joel Bike (2006)
This program profiles the work of three custom motorcycle builders from Orange County Choppers ("OCC").  In 2006, Billy Joel ordered a custom Indian Bobber motorcycle from OCC.  From Amazon.com: ". . . To get more insight into their customer's needs, the Teutuls make a special visit to Billy's home and get a tour of his vintage motorcycle collection. But when the paint on the bike comes back the wrong color, the pressure is on to finish the bike in time to reveal in front of ten thousand fans at a Billy Joel concert."   The program is mostly about building the bike, of course, but does have some interesting footage of Billy at home and with his bike collection.
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The Last Play At Shea (2008)
This is an excellent documentary on both Billy Joel and historic Shea Stadium.  It is interesting how Billy's life and the "life" of Shea Stadium are intertwined.  This is not to be confused with the CD/DVD of the actual concert itself which was finally released in 2011.

From Amazon.com: "Two New York icons meet for one final time in The Last Play at Shea. Academy Award-winning documentary writer Mark Monroe (The Cove) chronicles the intersecting histories of the landmark Shea Stadium and the legendary performer Billy Joel. An engaging look at the highs and lows of the New York Mets and the music career of Joel, The Last Play at Shea interweaves interviews with players and performers with exclusive concert footage from the good-bye performances in July 2008. . . ."
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NPC Luncheon with Billy Joel (Oct. 23, 2008)
Billy gave a very entertaining and wide-ranging interview for the National Press Club.   Among other things, he notes how the chord progression for "It's Still Rock and Roll To Me" is similar to Bob Dylan's "Lay Lady Lay". And plays many of his songs as well.  His story and rendition of "Baby Grand" (including doing Ray Charles' voice) is a pleaser.  He gives a very funny account of his only meeting with Frank Sinatra in Australia.  And the last song "Summer,  Highland Falls" at the end is one of my favorite performances of the song.
Not released, but available for viewing on YouTube.
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The Biography Channel:  Billy Joel (2010)
The Biography Channel finally did an episode on Billy Joel in 2010, and they did a fine job.  They focused on Billy's early life and beginning of his career, which is appropriate since his later career has been very well-documented and covered elsewhere.  They included some rarely seen photographs and videos too.  Now, hopefully this will be released on DVD in the near future.  It is currently on YouTube.
Not released.
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A Matter of Trust; The Bridge to Russia (2014)
The 1991 documentary about Billy's trip to Russia and concerts there, A Matter of Trust, was in a sense replaced by a new documentary with a similar title in 2014 "A Matter of Trust: The Bridge to Russia." It included new footage of Billy, Christie, his band, and others who participated in the historic 1987  concerts, and their thoughts on the trip some 27 years later.  The documentary first aired on the Showtime channel and then was released on DVD later.  Click here for trailer.
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Home At The Garden:  Billy Joel (2014)
The MSG Channel (Madison Square Garden) broadcast this short documentary about Billy's ongoing residency as the "house band" at Madison Square Garden.  Billy has a very talented and dedicated crew helping him put together the MSG shows.  See video here.
Not released.
ONE FINAL SERENADE: THE SONGS OF BILLY JOEL (BILLY JOEL FAN SITE)