Decent documentaries would get lost in 'Good Shows' thread.....so ones I've watched recently include.
Storyville - Cartel Land - currently on Iplayer. A dual story telling the story of the effect of the drugs cartels either side of the Mexico/US border. The US story is pretty much standard rightwing nutjob vigilantes - and not particularly interesting. The Mexico story pretty much sums up why the country is fucked. Essential viewing if you want an insight into why/how the cartels hold so much sway.
Arena - Searching for the Wrong-Eyed Jesus - also on Iplayer. A road trip through the American South with stories and decent music attached.
There must be a tonne on Youtube - if people fancy linking decent docs that would be pretty sweet. I'll watch decent factual over fiction any day of the week.