I won't say too much other than it was excellent. I encourage you to read Edward Copeland's review for details.
For those of us weather nuts that followed every nuance of the storm, there wasn't much new. But there were a few nuggets that were very interesting. My main takeaway was that New Orleans was rotten to the core. Infrastructure, politics, years of racial suspicion, everything. The city and its people never had a chance. Given that it was less than 5 years after 9/11 only magnifies the anger, frustration and tragedy.
If you missed it last night, I encourage you to watch tonight or if you don't have HBO definitely grab it when it arrives on DVD.