As I understand it most elements up to Iron were formed in stars, Iron being the most stable atom, so not suprising its pretty abundant. But the heavier atoms (less stable than iron) needed more energy than is present in most stars to be created. So it usually took something big like a supernova to create heavier elements. Cosmos is interesting, but there was an awesome (and more up to date) 3-part BBC documentary called 'Atom' which i can highly recommend which explored this idea.
http://www.youtube.com/watch?v=sf5kMIeUhDs
http://www.youtube.com/watch?v=cAonRoEOI1Y
http://www.youtube.com/watch?v=sf5kMIeUhDs
http://www.youtube.com/watch?v=cAonRoEOI1Y
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