Beyond good. Its a must see.
Must See Documentaries - Page 10
If you like watching train wrecks, see Hated: GG Allen and the Murder Junkies
While a mockumentary, Zoo was incredibly well done if you can get past the subject matter
I'm sure someone already mentioned Grey Gardens
The Dancing Outlaw is pretty fascinating as well; Knoxville did a sort of remake in 2011
Dreams With Sharp Teeth is a good doc. about sci-fi/fantasy writer Harlan Ellison. I don't care at all for the genre and I've never read a word of his writing but he's an interesting and hilarious guy.
Another good literary doc. is Hubert Selby: It/ll Be Better Tomorrow
Unforgivable Blackness is a great documentary about Jack Johnson. (the great heavyweight fighter, not the lame surfer frat boy douchebag who writes the same song ten thousand times.)