If you like reading, check out the book "Art of the Japanese Sword". It has a good chapter about the making of tamahagane steel from iron ore using traditional techniques. Fired with charcoal, not massive industrial arc furnaces.
There is a neat television show called "A Craftsman's Legacy" that had an episode with knife maker Tim Zowada, who makes his own steel from black sand from the shores of Lake Michigan. The episode is not a "how to", but shows enough detail to be interesting.
