Ray Charles Interviewed In The Blues - A Musical Journey Series (2003)

The whole box contains seven feature-length films; part 7 is Piano Blues, directed by Clint Eastwood.
Sony, October 14, 2003, ASIN: B0000CBHOI.

On camera: studio conversation and piano performance between Clint Eastwood and Ray Charles, Dave Brubeck, Dr. John, Professor Longhair, Marcia Ball, Henry Gray, Jay McShann, Pete Jolly and Pinetop Perkins. Film/tv clips include Dorothy Donegan with Eugene Rodgers, Count Basie, Albert Ammons and Pete Johnson, Martha Davis, The Duke Ellington Trio, Big Joe Turner with Jay McShann, Linda Hopkins, Charles Brown, Art Tatum, Oscar Peterson solo, with Count Basie and with André Previn, Nat King Cole, Fats Domino and his Band, Muddy Waters (McKinley Morganfield) with Otis Spann and Willie Dixon, Phineas Newborn, Jr., Thelonious Monk.
Songs: What'd I Say, Baby Let Me Hold Your Hand, America The Beautiful (footage from the '99 Miami concert) performed by Ray Charles.

Interview sequence (with Clint Eastwood) + What'd I Say (from the Ed Sullivan Show, 1967):

The complete Eastwood episode:
    [Deleted]

Here's a very funny comment from Ray on Oscar Peterson (end of clip):

A few more of Ray's comments are cut into this compilation:

The whole documentary:
1/6:

2/6:

3/6:

4/6:

5/6:

6/6:

Blues improvisation transcription: