Hmmm I watch a lot of documentaries. I've included TV stuff because a lot of the best comes from BBC. You can watch all of this stuff online, one way or another.
Cocaine Cowboys; The Root of All Evil; The Fog of War; The Corporation; The Boy with the Incredible Brain; Status Anxiety (Alain de Botton); The Trap (BBC - Adam Curtis); Jesus Camp (I grew up around the stuff in this film - it scares me); Life Without Memory: The Case of Clive Wearing; Kim Peek: The Real Rain Man; Commanding Heights; The Private Lives of Plants; Sagan's Cosmos; The Century of the Self (BBC - Adam Curtis); The Power of Nightmares (BBC - Adam Curtis); Roman City; Journey of Man; Kenneth Clark’s Civilisation.