Band/artist documentaries.

This Everly Brothers documentary!

https://www.pbs.org/show/the-everly-brothers-harmonies-from-heaven/

Yacht Rock - a Dockumentary is a fantastic doc about the genre and the interconnection of so many of the bands of the era. 

"The Decline of Western Civilization", by Penelope Spheeris, on the circa-1980 LA punk scene, is imo a must watch.

Agreed. 

The Last Waltz

A new concept for general release in cinemas. A visionary director and recorded in stereo sound in the early days of FM broadcasting in the UK. The film aired on TV and BBC Radio Two simultaneously allowing for stereophonic sound.

l can remember setting my alarm clock for 2 O Clock in the morning to get up and set the Stereo Video and radio station to be able to record and mix onto video tape the concert film. Terrestrial TV was not broadcasting at that time in Stereo. Obviously the concert later was easily available in all formats but in the 80s “simulticasts” as they were called was then cutting edge technology in the UK.

The "Decline of Western Civilization," "20 Feet from Stardom," and "Heartworn Highway" are particularly good mentions.  I would add the following:

"Festival Express" (train tour across Canada by The Band, Grateful Dead and The Flying Burrito Bros.)

"American Hardcore" (about the early Hardcore music scene)

"This is Spinal Tap" (the best fake documentary on any subject)