Before Wikipedia, before the Internet, before the PC, there was James Burke, the original hypertext-liked encyclopedic brain.
Remember when you first surfed the Web, how much fun it was to go from link to link exploring connections around the world, staying up till 4 in the morning? That's what Connections does, but better, with James Burke as your guide, bouncing around 150 location shoots in 20 different countries in just 10 episodes. Fasten your seat belt! This series really should be shown on MTV, it moves so fast!
James Burke accomplishes in Connections what Jared Diamond promises in Guns, Germs and Steel, not only explaining the rise of the West's industrial, technological machine, but producing a work of true scholarly originality without being part of the academic establishment.
If you haven't seen Connections, you must give it a chance by watching just the first 10 minutes. Or just look at the astronomical IMDb rating. Connections was the most watched program on America's PBS up to that time, and it is just as important today. If you want to understand how the world you live in came to be, you need to watch Connections.
If still not convinced, read author: classicalsteve's review below; he nails it.
As to what universe James Burke dropped in from, see the one critic's review from tvcream for some background.