There's nothing better than a great documentary IMO.

Some of my favorites...

Capturing the Friedman's - highly recommended, this will blow your mind especially if you go into it cold.

Thin Blue Line - about the murder of a police officer and the wrongful conviction of a suspect. This is classic.

Shoah - about the holocaust and those who lived through it. You'll have to watch this is segments though, given the fact that it's nearly 10 hours long lol.

Man on a Wire - Fantastic