The Firearms History blog has posted an anthology of sorts of different videos dealing with modern cartridge manufacture. The manufacture of ammunition is the critical characteristic of modern small arms – huge advances in technology would today be possible, such as caseless rounds or flechette projectiles – if not for the need to create billions of rounds of ammunition per year to feed millions of rifles in service around the world. Since this is the most important limitation government small arms technology, it is worthwhile to get a firm understanding of it. Below are some of the videos embedded in the post; first, a World War II-era short detailing .303 British ammunition manufacture in South Africa. The methods show are dated (especially the manufacture of cordite propellant), but much of it is still current:

Bringing us up-to-date with fully modern ammunition manufacturing is this video from Hornady. This video also illustrates the reverse-drawn jacket forming process used to make OTMs, discussed in a previous article on the difference between open-tip match and jacketed hollow point projectiles:

This Winchester video adds more visual detail of the machines that create the case and bullet, as well as a peek at the logistical infrastructure:

For a complete understanding of ammunition manufacture, more research than this would be needed, but these videos and the others in the Firearms History blog post provide a good starting point for those new to the subject.