The Classical Periods embrace the following:

Egyptian and Eastern Cultures
Hellenic Culture
Hellenistic Culture
Roman Culture

Art of the Western World , a WNET production available free from Learner.org
To use the site, scroll down the page to the program you want to watch, then click on the VoD button. The screen wont get any larger than the little box, but it is an excellent show and worth the viewing.

The Western Tradition , another excellent, by WBGH, that looks at the history of the time periods we are covering. Also available from Learner.org.

Culture of Origin of Art Forms
Main Cultural Forms