Maybe some unorthodox choices but Iāve always been into non-narrative, experimental documentaries. Some of the best I know are āAs I Was Moving Ahead, Occasionally I Saw Brief Glimpses of Beautyā, āKoyaanisqatsiā, āSans Soleilā. These were some of the purest, most powerful cinematic experiences Iāve had in my life, so Iād suggest you peep them.
On a (slightly) more conventional note, literally any documentary made by Herzog