Say what you wish, but Leni Riefenstahl's Triumph of the Will was a majestic, propaganda masterpiece.
I remember thinking our car was going to fall over backwards into the inky black starless void as we drove, baked beyond belief and back, over the Pennrose Ferry Bridge into Philadelphia for the area premier of Woodstock.
I also remember particularly being taken away by The Last Waltz.
I saw Titicut Follies in college when you could only see it in some academically sanctioned setting. 😱
Capturing the Friedmans was a ground-breaking "reality" trip. You got to see a real-life family actually fall apart before your eyes in ways that weren't as transparently provoked and staged in every following TV-based reality series.
Freaks was a 1930's movie, but used real-life pinheads and other circus freaks to tell its gory story.
Obligatory: Reefer Madness. I learned so much from this sobering, straight-forward, never hysterical, cautionary "documentary." 😉