Not sure of the age range you need, but here are some possibilities:
Arthur: Big Brother Binky, DVD 2007
There are three episodes, title show summary: Binky's family adopts a baby girl from China. Binky is excited about preparing for her arrival and visiting China.
Stuart Little, DVD 2000 (I know he's a mouse but it does show how the older brother feels about having an adopted brother) (or not :o)
Reading Rainbow: Family Matters, DVD 2006
Episode 2, Through Moon and Stars and Night Skies: Stories about adoption from children who were adopted, including a book titled "Through moon and stars and night skys" by Ann Turner, introduced by host LeVar Burton, about a boy from a foreign country who is adopted in America.
Respect for All (media series for kids): That's a Family!, DVD 2000
Shows the many different shapes that families take today. Children describe their own families and explain concepts like "birth mom," "mixed race," "gay and lesbian," and "stepdad."
Bittersweet: Stories of Open Adoption, DVD 2001 (for adults)
Features stories of five women who share their sorrow, strength and hope as they consider and choose open adoption for their children.
I Have Roots & Branches: Personal Reflections on Adoption, DVD 2004
"WINNER: 2004 Film Advisory Board AWARD OF EXCELLENCE!" While the process of adoption has been receiving increasingly greater attention, the feelings of those touched by adoption are often overlooked. Director and executive producer Flory G. Herman, a member of the American Academy of Adoption Attorneys since 1994, takes an intimate look at adoption in this new must-see 47 minute documentary-style film "I Have Roots and Branches"...Personal Reflections on Adoption, a 2004 winner of a prestigious Film Advisory Board Award of Excellence, recognized world-wide for quality family/children's entertainment. The film conveys a positive, encouraging and honest message about adoption, and is most appropriate for children viewers. Viewers will find out first hand how it feels to have been adopted and discover that all kids have common experiences growing up in their homes, surrounded by the families they know and love. Families formed through adoption, prospective adoptive and birth parents and professionals in the adoption community should not miss this wonderful film. The video is appropriate for schools and libraries as a resource for adoption education."
For parents:
both are DVDs, 2007
Adoption Explained: Domestic & Adoption Explained: International