I'm a huge fan of documentaries that aren't mind-expanding and focus on quirky subcultures:
King of Kong - Never cared about professional video gamers, but this film made me care deeply for 90 minutes.
Spellbound - The incredible varied backstories behind the kids in the national spelling bee
Grizzly Man - Don't even know how to describe this one. See Alaska through the eyes of a crazy person.
Monster Camp - About people into live-action roleplaying. The culture clash with the couple on a leisurely stroll through the park that has no idea what's going on around them is one of the all-time great moments in documentaries.
American Movie - Couldn't tell if this was real or Christopher Guest at first. It's real. It's awesome.