This is a 15-minute excerpt from the documentary "American Drug War." It includes an admission (by the former head of the DEA - Robert Bonner) that our CIA smuggled cocaine into the United States to help finance its operations. If YouTube takes the video down, the "raw file" is available here.
See also this video which covers the U.S. government guarding the opium fields in Afghanistan, allowing drugs safe passage into the US and Wachovia Bank laundering hundreds of billions in illegal drug money.
For more information, here is a long but well-written article on the topic: