Also watching History's Mysteries: The True Story of Rasputin (2006) because I'm curious to compare the two shows. I'd offer an image of the show, but IMDB did not offer an image.
Honestly, in terms of information, I thought A&E's Biography did a much better job than History's Mysteries because History's Mysteries focused too much on the seedier side of Rasputin and here say about his supposed sexual escapades, and not enough on Rasputin himself. [While Rasputin was considered to be a womanizer of sorts, most historians do not believe that he was connected with the Khlysts, nor do they believe that he had an affair with the Tzarina.] I guess I just liked the way Biography handled all of the information, focusing on facts over speculation.
Biography did not cover one crucial point that I've always been curious about - how Rasputin survived being poisoned with cyanide. What is theorized is that the cyanide must have put into the pastries and such before baking...however, according to Rasputin's daughter, he suffered from hyper-acidity and avoided eating anything with sugar (which History's Mysteries does actually mention)... I posit that it's possible that the man who was supposed to poison Rasputin didn't actually poison anything, but just said he did.
Neither show really attempted to debate who actually was responsible for killing Rasputin - as in the gunfire - but recent evidence suggests that there were more than 3 bullets fired at Rasputin that day.
While History's Mysteries was okay, I thought that A&E's Biography, "Rasputin: The Mad Monk," was much more informative and entertaining.
Wikipedia does have a nice presentation of facts and information on Rasputin.