It only hit theaters a year ago, and you can already find this PJ doc scattered online. It doesn't go too terribly in-depth, but director Cameron Crowe found footage that even the band didn't know existed.
Amazing Journey: The Story of The Who
The Who story told from the perspective of friends and colleagues, and spun with great visuals.
The best look into the Seattle grunge scene, filmed just a year after the death of Kurt Cobain. It's pessimistic, funny and a great Gen X document, and the live footage is priceless even if most of the bands sucked.