It turns out the Nature TV show Horses with Julia Roberts is great! Or at least it is a great window onto Mongolian nomadic life. The show can be found in two DVD collections as well as on Netflix and has online content as well.
The dates are a little confused, but it seems to have been released in the late 1990s, which would mean the Mongolian nomads featured were still living a life very similar to the one they had been centuries previous--the 1990s, though economically difficult, were a grace period between the Communists and the introduction of solar panels, western television, and consumer goods.
Although the DVD is supposed to be about Mongolian horses, it's actually mostly about Julia Roberts living with the nomadic herders. The entire first 1/3-1/2 of the show is introductions to nomadic life and habits.
As I wrote about, I was recently at a Tsagaan Sar celebration, and much of what went on at there can be seen in its native setting on this DVD--deels, snuff boxes, vodka, etc. There are quite a few really good shots of living inside yurts, and there is a good introduction to milking horses and airag, too.
And of course, there are many scenic shots of horses and of the countryside, as in this screenshot of the moon rising over the steppe.