People who build string instruments like guitars or violins are called luthiers from the French word for 'lute'. Here is a neat little film about how a flamenco guitar is built. I'm not so crazy about the "flamenco fusion" soundtrack, but the film is good.
Perhaps the most innovative classical guitar builder today is the Australian Greg Smallman. Here is a section from a documentary about John Williams where he goes to see Greg Smallman at his workshop to pick up a guitar built for him.
Here is a fascinating little video where a Canadian violin-builder, Bill Sampson from Nova Scotia, explains how the front and back of a violin are 'tuned'.
Carving the soundboard of a violin or guitar is an amazingly subtle and complex skill that builders don't talk about a lot--except with one another.
There aren't many good videos about harpsichord building on the Internet. But here is a pretty good one, though without any technical details. This is Craig Tomlinson from Vancouver:
I can't seem to find a good video about building a lute, so let's end with some really good lute-playing. Here is Nigel North playing music by the English Renaissance lutenist and composer Robert Johnson. Robert Johnson, son of John Johnson who wrote some fine lute duets, is known particularly for his work with that pretty good lyricist, William Shakespeare! He wrote the music for the songs in the play The Tempest, for example.