The Truth About Houdini is the excellent 1970 documentary which you can watch in its entirety HERE. The Legend of Rudolph Valentino was a 1961 documentary. This one is harder to see. It was released on DVD in 2000, but Amazon only shows a single copy at a pretty steep price.
The Valentino documentary is not to be confused with the 1975 television biopic The Legend of Valentino starring Franco Nero and Suzanne Pleshette. That movie was written and directed by none other than Melville Shavelson who would go on to make The Great Houdinis the following year. Looks like Mel was riding that nostalgia wave! Both movies were aired by ABC and also pair pretty well.
Oh heck, let's take this one all the way back. Here's a page from the The Washington Times for January 8, 1922. Do we see Houdini at Keith's or catch Rudy's latest at the Palace? Choices, choices...
Happy Valentine's Day to all lovers of Harry and Rudy.