Keith--thanks for tha rec on Hell House--I visited the website and am all kinds of stoked to check this one out. And so, in no particular order, my all-time list of documentary greats...
Sorrow and the Pity--Max Ophuls (four hous of the French occupation, so bring a comfy pillow)
American Pimp--Hughes Bros. ('nuff said)
Anything by Michael Moore
Anything by Frederick Wiseman (I've only seen Titicut Follies and High School, but he's got dozens)
The 7 Up Series by Michael Apted (every 7 years he produces a new documentary on the lives of the same group of elementary classmates...he's now up to, I believe, 42 Up)
Saturn's Daughter--??? (weird bio of a Central Park transient and one-time game show contestant)
The Farm--??? (effective expose of southern prison with nation's largest death-row population)
My Brother's Keeper--??? (murder trial of three half-witted hermit brothers...kind of a date flick)
Gimme Shelter--Maysles Bros. (Best moment: Bill Graham calling Mick a...wait? can I say that?)
Say Amen, Somebody--??? (a little hot buttered gospel, y'all)
Cheers!
Miles