I highly recommend watching Paris: The Luminous Years: The Making of the Modern. It's a fascinating two-hour documentary from 2010 about the Paris arts scene of 1905-1930. Much of the program is dedicated to the painters of the early 20th Century (Picasso, Chagall, Braque, et al.) Hemingway and the '20s get coverage, with the best part being the archival interview with Sylvia Beach. There are also segments on Sergei Diaghilev's ballets, Stravinsky's music, and the Dada (anti)-art movement.
The program is highly informative--particularly about Picasso and company--which makes it all worthwhile. It sheds light on the 1905-1910 period that I've always found interesting, but evasive, in terms of coverage in documentaries such as these.
Paris: The Luminous Years can be watched in its entirety at the PBS website.