Citing Citizen King
The main information you'll need for citation is Citizen King / PBS Home Video / American Experience / Produce, Directed, and Written by Orlando Bagwell and W. Noland Walker / WGBH Educational Foundation and ROJA Productions, INC / 2004
For the correct citation format, see the link below in the next section.
Citing YouTube Videos
How Long, Not Long
Cite these videos in your bibliography using the MLA citation format for videos.You can find it here.
Cite these videos within your paragraphs using the format here (for videos without an author, which I assume fits the definition of our videos).
For situations where the essay does have a known author (such as academic articles), I believe the practice of in-text citation matches what you see with texts with authors (last name page number). For example, here.