Below you can find Youtube videos as well as direct links to three newsreels from the Italian Archivo Luce website.
The commentary is obviously in Italian, but the imagery is interesting, showing off a lot of Italian kit, and some of the very nifty camouflage used for positions.
With the troops besieging Tobruk, 29 Sept 41
Italian Artillery at Tobruk, 24 Nov 41
”The misdeeds of the RAF”, showing damage to Benghazi Cathedral and a sunk hospital ship, 9 Oct 41
General Bastico at Benghazi, 9 February 1942
Supply in the desert (this is from August 1942 and about the logistics chain to El Alamein, but still of interest)
You need Silverlight installed to view these on the Istituto Luce website. The quality there isn’t great. If you get a white screen, hit return. You may have to do that 2-3 times for the movie to appear.