[Ulysses]

There was a documentary thread a while back. Try searching this and the older archives for "documentary" if you're really interested.

I also enjoyed Spellbound and a number of the Moore movies.

Others:

Everything by Errol Morris.

I haven't seen this one yet, but Touching the Void has been recommended to me by numerous people.

Rivers and Tides.

Hoop Dreams.

Crumb.

When We Were Kings.

Super Size Me.

American Pimp.

Capturing the Friedmans.

Control Room, in theaters now, is getting some good reviews. I haven't seen it yet.

That's off the top of my head. There were a few other good ones listed in the older thread.