"Amy" really shook me up for about a week after I watched it. I certainly don't consider myself the biggest Amy Winehouse fan or anything, but that one just really got to me.
"Buena Vista Social Club" is a really fantastic music doc. That one really shows the lifelong joy that music can offer folks.
There are a couple of good Joe Strummer documentaries out there. "The Future Is Unwritten" is the most recent I think, and is a very good career spanning doc with an impressive list of guest interviews. The one I really like though is "Let's Rock Again", which covers Joe touring in support of his second album with The Mescaleros. It's crazy to see Joe Effing Strummer passing out handbills for his own concert to disinterested folks who clearly have no idea who he is.