Planetarium Berlin, 1926
http://www.youtube.com/watch?v=DkSgpecYPqE
http://www.youtube.com/watch?v=5aZHlS6U1WA

Adler Planetarium Chicago, 1932
http://www.youtube.com/watch?v=B0o9IQbbVGQ

Griffith Observatory Planetarium Los Angeles, 1938
http://www.youtube.com/watch?v=LBfWwI_p2Ks

Fels Planetarium, 1933, Zeiss Mark II in Philadelphia

http://www.youtube.com/watch?v=lfANW6dILEc

From Paolo Amoroso (www.google.com/profiles/paolo.amoroso): Istituto Luce is an Italian documentary, movie and newsreel production institute founded in 1924 by Mussolini. They made available online newsreel of potential interest to planetarians:

• Douglas Fairbanks visits the planetarium of Rome in 1931 www.youtube.com/watch?v=Jc7BqlqrKhI
• April 1938. Mrs. Bènnot, an astronomer at the planetarium of Chicago, observing the moon. www.youtube.com/watch?v=dENBsgUhcec/li
• The stars at home at the planetarium of Milan, December 1956. The star projector is a Zeiss II used from 1930 to 1968, when it was replaced by the current Zeiss IV. www.youtube.com/watch?v=NrMQN5v8UtY
• February 1964. A private planetarium built near Rimini by an Italian farmer. The neighbors thought he was building a church. The poor guy sent some 50 invites to the inauguration but only one person showed up: the tax man. www.youtube.com/watch?v=CP39zIET0So

There are a few more, mostly of authorities visiting the planetarium of Rome. Audio commentary is in Italian but there's not much a planetarium professional can't understand from the images.

Additional historical films (many thanks to Andreas Scholl for providing the links):

Planetarium Berlin, 1926
www.youtube.com/watch?v=DkSgpecYPqE (English title)
www.youtube.com/watch?v=5aZHlS6U1WA (German title)
 
Adler Planetarium Chicago, 1932
www.youtube.com/watch?v=B0o9IQbbVGQ

 
Griffith Observatory Planetarium Los Angeles, 1938
http://www.youtube.com/watch?v=LBfWwI_p2Ks
 
www.youtube.com/watch?v=lfANW6dILEc (first 35 seconds)