Post your answers in the comments below, for your fellow readers' benefit -- and for mine (I'm always on the lookout).
To prime the pump: Besides the familiar highly recommended shows, such as The Americans, Homeland, and Sherlock,
- Heavy Water War, a 6-episode Norwegian World War II story, based on a recent incident.
- Jonathan Strange & Mr. Norrell, a 7-episode BBC series set in a magical English of the Napoleonic Wars era, based on the excellent novel of the same name. (OK, I watched it a few years ago, so it's not that recent, but still worth recommending, I think.)
Special benefit: My wife and I liked both of these, and our tastes are often quite different.
Please post more! (There'll be separate threads in the coming weeks for books and movies, so please save those for then.)