My favorites:
Salesman, by the Maysles brothers (who also did Gimme Shelter) about door-to-door Bible salesmen. An examination of religion, class, and the standards of “success” in this country, it is one of the Great American Films period.
The Memphis Belle, my favorite of the WWII combat documentaries, about the 25th-and-last bombing run of this famous plane and its crew. Remarkable footage.
The Man with a Movie Camera, silent Russian film about a day in the life of a city, and about the filmmaking process in general.
Burden of Dreams, Les Blank’s awesome document about the making of Werner Herzog’s Fitzcarraldo in the jungles of South America.
The Sorrow and the Pity, about the legacy of collaboration and resistance in France during WWII. Essential.
Louisiana Story, by Robert Flaherty, the father of American documentary filmmaking, about a young boy and his observations of oil drillers in the bayous.
South, remarkable 1919 film documenting Ernest Shackleton’s failed attempt to reach the South Pole
Christmas Under Fire, my favorite of the many great British documentaries of the late 30s and early 40s, this is a short about London celebrating Christmas during the Blitz.
*The Civil War, The Thin Blue Line, *and When We Were Kings are also personal favorites. Although I wouldn’t consider them documentaries, Stop Making Sense and Jazz on a Summer’s Day are both great non-fiction concert films.
Also, honorable mention to three terrific faux documentaries: *This Is Spinal Tap, Zelig, *and Forgotten Silver