The Adventures of Baron Munchaus...oh, that's not a documentary. But it SHOULD BE. (I love that the trailer says "A true story. We've got the film to prove it.")
Okay, more serious-er answer. I've only seen it once 21 years ago, and it's more a mood piece than a documentary, but the Apollo program tribute For All Mankind has stayed with me. Footage from every single moon mission -- even some of the accident footage from Apollo 13 -- was edited together into a single moon mission, scored with Brian Eno music. Lovely and touching, about how cool it was that we got to the moon.
And cool in its own small way: I saw For All Mankind at the National Air & Space Museum (on the museum's Imax screen) on the 20th anniversary of the Apollo 11 landing. Tough event and screening to get into, but I did. Without doing anything untoward, you sickos.
Day 22 - Favorite series finale
I mentioned it before, and I'll mention it again: Newhart. Which was done partly to take the piss out of the Dallas "Bobby Ewing in the shower" moment and the finale of St. Elsewhere, and is probably almost as well known in the pop culture mind as those moments. Good for it. (True story: to keep the real ending from leaking, CBS planted a story saying that the show ended with Bob Newhart's character dying, going to Heaven and meeting God. Who is, of course, George Burns.)