Good Lord, yes!
That’s what I thought I typed. I’m kinda dumb, ain’t I?
If the BBC’s Collision Course ever comes out on DVD, I might buy it. That was a hell of a series, especially the episode on the train crash.
Yet another vote for Crumb, while I’m at it.
And I’ll second for Genghis Blues 
I really like Burden of Dreams by Les Blank. It’s about the making of the movie Fitzcarraldo by Werner Herzog. It’s similar to Hearts of Darkness in that it’s about a movie project in the tropics in which everything goes wrong. Herzog is crazier than Coppola, though, and it really comes through in this documentary.
Another favorite of mine is Wild Wheels by Harrod Blank, Les Blank’s son. It’s about people who make and drive art cars. This is a fun movie - it’s not “heavy” like most documentaries.
Anything by Erroll Morris.
Shoah
Dancing Outlaw
I third, fourth and fifth “Fast, Cheap and Out of Control”!!!
I thought my friends and I were the only ones in the world, practically, who had seen that wonderful movie - a documentary which quite literally forces you to think, not by beating you over the head with any message, but by giving you four seemingly unconnected odd pursuits and not telling you what connects them.
Every one of my friends had a different theory … all quite compelling, but none definitive.
Absolutely wonderful and unique. I loved the Naked African Mole Rats - they must be the strangest creatures on earth. A cold-blooded mammal which lives like a social insect in burrows underground - blind and hairless, but can chew through solid concrete - very, very wierd.
And the insectoid robots were very interesting as well.