I bought a DVD from Wal-Mart's $5 bin. It has both live footage and interviews from CNN anchors that were there... it's called "CNN Tribute - America Remembers: The Events of September 11th and America's Response"
http://www.amazon.com/exec/obidos/tg/detail/-/B000069503/qid=1117687006/sr=1-2/ref=sr_1_2/103-0726237-2087043?v=glance&s=dvd
If you're looking for a scene of how it was that day in real time, this is not it... but it has a lot of the footage that aired that day reformatted...
Just ordered it for $2.50.