The Penn Museum has a substantial collection of films of ethnographic interest, many of which it has produced itself and which have now been placed on-line. A listing of the films currently available on-line can be accessed here
The LoC offers an important collection of early films on-line including Thomas Edison’s two well-known early films, Buffalo Dance and Sioux Ghost Dance. See https://www.loc.gov/collections/edison-company-motion-pictures-and-sound-recordings/?sb=date
The LoC also holds other early ethnographic films, including ‘classics’ such as Edward C. Curtis’s In the Land of the Head Hunters, Robert Flaherty’s Nanook of the North and Trance and Dance in Bali, by Gregory Bateson and Margaret Mead. It holds a number of films by Paul Fejos, including Jungle of Chang and The Yagua. Access to these films is possible through a Reader Registration process. http://www.loc.gov/rr/readerregistration.html
The archive collection known for many years as the Human Studies Film Archive (HSFA) has recently changed its name to the National Anthropological Film Collection (NAFC). This forms part of the National Anthropological Archives within the Department of Anthropology of the National Museum of Natural History, which is one of the Smithsonian Institution museums.
The on-line catalogue of the NAFC can be accessed via the Department of Anthropology page. However, please note that once you have reached that page, it is necessary to scroll down and click on a box to the right where the NAFC is still identified under its old name, i.e. Human Studies Film Archives. You can access the Department of Anthropology page here.
In contrast to the American Museum of Natural History film collection in New York, the NAFC is entirely focused on films of ethnographic interest. It is also much more extensive. Among its holdings are an interesting collection of early films made by an eclectic range of filmmakers, including naturalists, explorers, missionaries, leisure travellers, an army doctor, and the Tamil art historian and philosopher Ananda Coomaraswamy, but also including footage gathered by the celebrated anthropologist Melville Herskovits and by the ethnomusicologist Laura Boulton.
Although there are plans to digitise the collection, most films have currently to be viewed on site, not at the main Museum of Natural History building in downtown Washington, but rather at the Museum Support Center in Suitland, Maryland (see above). This lies beyond the Beltway but can be reached relatively easily via the subway system.
Overlooking Central Park, the AMNH has a collection of almost 300 films that have been catalogued and transferred to a viewable analog video or digital format. A significant proportion of these were shot in the 1920s and 1930s when the AMNH itself sponsored hundreds of expeditions across the globe. Though the majority of these concerned natural history more generally, they may also include sequences of ethnographic interest. The collection also contains a rather eclectic group of other early ethnographic films made by third parties. Films have to be viewed on site at the Museum, following the submission of a formal Request for Access.