There are three films on this disc. Of the three Finisterre is the strongest. The last is a documentary of the South Bank Centre which is pretty superficial - the BBC has made a better one more recently about the Festival of Great Britain and the restoration work.
Both Finisterre and What have you done today Mervyn Day take nostalgic looks at London life. Finisterre flits around different districts and people tell stories about what London used to be like - or you get a film of a train pulling into a station with some atmospheric music. Both these films pretty much fall into the realm of Psychogeography where fragments of history and current events are blended together. As such, the films work more as atmospheric landscapes rather than traditional movies or documentaries with a firm story to tell you. You feel your way through this movie, and you don't get into the groove, the chances are the movie will leave you cold, or non-plussed.
If you like this style of movie, then Robinson in Space and Swandown are movies in a similar vein which would be worthwhile exploring.