I've seen A Headbanger's Journey and liked it overall, but I found the depiction of black metal to be really, really biased. I guess the guy who made it ultimately needed some sort of controversy to make people talk about his documentary and black metal was an easy target.
Anyway, the most... impressive (for the lack of a better word) documentary I've seen was Leni Riefenstahl's "Triumph des Willens". It's a Nazi propaganda film from the early 30's that is shown in history class at school.
Rookie Hammer Squad 2015
Frankie Edgar - Dominick Cruz - Jorge Masvidal - Cat Zingano - Holly Holm