I loved Vernon, Florida. It's the first documentary I saw by Errol Morris, saw it completely by accident on TV & was so captivated I had to look up what it was and who directed it. I also loved Gates Of Heaven & The Unknown Known, but I think Vernon, Florida is still my favorite.
Must see is a hard term to qualify, does this mean enjoyable documentaries or only the ones that educate. I really enjoyed The King of Kong last week. It's a documentary about the best arcade Donkey Kong players in the world and their battles.
"When We Left Earth"
It's a great documentary TV miniseries about american spaceflight. Must-watch for every space fan.
King Corn. The Yes Men. The Corporation.
The Cove. Born Into Brothels. Inside Job.
Oliver Stone's Untold History of the United States