I too am fascinated by that era and especially with Henry VIII and his marriages. I actually have a degree of sympathy for him because in those days the idea of a woman as monarch was inconceivable in relation to palace intrigue and other challenges that a monarch faced. So it is such an irony that one of the daughters who succeeded him - Elizabeth - ended up being one of the great monarchs in English history.
Two movies that are really worth seeing: "Anne of the Thousand Days" in which Richard Burton acts as Henry and Genevieve Bujold is Anne Boleyn - hers is one of the finest renditions of Anne that I have seen. The entire movie is on Youtube you don't get the full grandeur of it through that medium:
The other one that is superb is "A Man for all Seasons" which focuses on Thomas More and his relationship with Henry and how Anne Boleyn played a key role in destroying him. Paul Schofield - a great British actor - plays Thomas More and Robert Shaw plays Henry. I think this one is available on Netflix.
If you like that era, you will really enjoy those two movies because they are incredibly well done and you have some brilliant acting in both cases. They are admittedly older movies - which sort of dates me - but I would rate them as amongst the best I have seen representing the major figures of that era.