Although of course a chunk of the space battle is seen in "Revenge of the Sith", the Clone Wars micro-series and the novel Labyrinth of Evil featured the start of the battle, with Droids swooping into the city and "kidnapping" Palpatine.
Now both accounts (Which were contradictory even then) were of course non-canon/legends, but given a new Clone Wars season is coming, perhaps leading up to ROTS, will we see a new Disney/canon take on the battle? Also, I'm pretty sure that the show never covered the "Outer Rim sieges" mentioned a few times in ROTS, or the Cato Neimoudia mission Obi-Wan seemed embarrassed about.