In searching for a video that might be instructional for ESL students to improve their pronunciation, I ran across this set of material produced by Amy Walker (Parts 1 and 2) who displays a range of different English accents and demonstrates how to learn them. In addition to the demo, she gives some great tips that would be useful for anyone trying to master the pronunciation of a foreign language.
Ms. Walker's most important tip is to be completely fascinated by the 'accent.' If you are captivated by the language and its accent, then you will pay attention to the pronunciation of the consonant and vowel sounds and to the way breath, mouth, and tongue are used in speaking, to the melody or 'melodic patterns' of the language, to its rhythm and stress, to its grammar and word meanings, and to that essence-like thing that she calls the 'vibe.'
In a nutshell, to be successful at capturing an accent and improving your pronunciation so that you sound more 'native', you must be very observant, analytical, and willing to practice, practice, practice! Just do it! Ten minutes a day, even.