Last night I watched a couple of documentaries, courtesy of Netflix:
The Directors: Terry Gilliam and If I Should Fall from Grace: The Shane MacGowan Story . They were okay, but neither went into the depth I would have liked. The Gilliam one was short (1 hour), and the background info was pretty sparse, but the interviews (with Gilliam & actors from his movies) were good. The MacGowan piece was more interesting (possibly because I just knew less about him to start with).