I tend to watch mostly independent and foreign films, and could provide many recommendations. But I’ll start with one, that could also appeal to those who watch mostly mainstream films:
Man on Wire
It’s a documentary of Philippe Petit’s remarkable, surreptitious (and obviously illegal) walk, in 1974, across a wire between, and at the top of the two World Trade Center towers.
It’s a really good film, and the story of how this extraordinary man’s dream was formed, developed, and executed, is fascinating.
It’s much better on a big screen, but here is a link to the full film on Youtube: