The last documentary I watched was The Godfathers of Hardcore about Agnostic Front. There's no free copy that I could find, but watched it on Showtime. Great film about those of us in the more extreme scenes, and what it means to get older doing what you love.
Until the Light Takes Us is one of the best documentaries on black metal, and shows how people outside the scene ride the coat tails to exploit without understanding anything about it. Beautiful film in many places.
Sam Dunn has a degree in anthropology, and loves heavy metal. He made a documentary about the lineage, influences, and the current state of the scene:
Sam Dunn then did a tv show with each episode dedicated to specific branch of heavy metal. Here's the one for extreme metal:
Heavy Metal in Baghdad is the story of guys working on their band in the middle of a war:
Released in three parts, One Man Metal focuses on three bands: Xasthur, Leviathan, and Striborg, where one person plays all the instruments in their projects. For all three, it was the first time the public actually had the chance to see what they looked like. One of my favorites.