Maybe some unorthodox choices but I’ve always been into non-narrative, experimental documentaries. Some of the best I know are “As I Was Moving Ahead, Occasionally I Saw Brief Glimpses of Beauty”, “Koyaanisqatsi”, “Sans Soleil”. These were some of the purest, most powerful cinematic experiences I’ve had in my life, so I’d suggest you peep them.
On a (slightly) more conventional note, literally any documentary made by Herzog