Depends how deeply you'd like to learn them, I suppose. I'd recommend the Battlefield series, which closely examines WW1, 2, and Vietnam: http://en.wikipedia.org/wiki/Battlef...ies_Six_-_2002
The WW1 episodes are listed somewhere else, I think.

If you want deeper information on any of those aspects than that, then you'll need to look at sources that investigate each aspect more individually or to look at a lot of documentation about war and piece bits together. You can also try out the Got a Real Weapon or Armor Question? Thread on this board to ask questions you have (you can also ask them here, I guess).