By documentaries I'm not talking about those films Michael Moore makes...
But the genre can be pretty educational since a lot of them don't have a happy ending where the hero rides off into the sunset. Just like life.
I like watching documentaries because many of them make me think about what is really true, what can I really believe?
This site has a pretty good list of documentaries you can watch for free.
To make it a complete learning experience I recommend you write a short summary of what you learned or how you react to what you have watched. Unless you do this, you're just another passive consumer. And talk to somebody about what you see. Discuss the chances that what you see resembles what the truth.