I also recommend his documentary on his contentious relationship with his long time collaborator Klaus Kinski: "My Best Fiend".
https://en.wikipedia.org/wiki/My_Best_Fiend
Kinski was a very, shall we say, capricious actor (also, a psychopath and as, it turned out later, child molester) whose intense acting had a big part in the success of Herzog's earlier movies (Fitzcarraldo, Aguirre, Nosferatu). During the filming of Aguirre (in the middle of the jungle), Herzog supposedly forced Kinski to fulfill his contract at gun point. The natives which were hired to help and act in the film also offered to kill Kinski for Herzog because he was such a maniac.