Off the top of my head i recommend watching all the adam curtis documentaries. They aren't everyone's cup of tea, but they are excellently put together and usually Curtis gets all the interviews from the subjects involved which adds credence to his theories. They are historical and political. Also Nick Broomfield's again a lot of people find them annoying, but if you accept that the journey is more important than the outcome they are very entertaining.
I had no idea Stacey Peralta had made a surf movie. Really enjoyed it, and as always had a great soundtrack too!