I've actually seen most of those.
Up is fascinating but "changed the world"? I don't think so.
The soviet film - sounds like it only matters to film school types.
Harvey Milk? That and the other gay film, may have affected some lives but once again, changed the world? Nope.
Why We Fight (the Capra series) and the Triumph of the Will actually did inspire AMericans and Germans, respectively, to fight and support their governments. So yes on changed the world.
Harlan County USA changed Barbara Koppel's life. That's not the world. I wish it had had more effect on the lives and problems of miners, but it didn't. See recent news.
Thin Blue Line - I think that one did have quite an effect on wrongful conviction. So I'll give it a yes.
The Cove and Inconvenient Truth, and Fahrenheit 9/11 - are you kidding?
Supersize Me - LOL