Expendable - Documents a day in the life of a newbie henchman from a James Bond-type movie. Also, several very funny training videos and "employee testimonials"
The Hunt For Gollum - Basically a missing scene (well, scenes, as it's 40 minutes long) from the LotR movie trilogy: quite well done, aside from a little wonkiness with Gollum's voice in a couple spots. Now I want to go rewatch (and reread) the originals.
I.M.P.S. - The Relentless - A "documentary" (well, more like Imperial propaganda) about the stormtroopers from Star Wars. Only the first two parts are currently available, but they are both excellent.
The League - At the end of the 40's, Chicago became home to the world's first superhero union. Twelve years later, the union's planning on going national, but first there's some old business to be taken care of....
This one's better than most studio-done superhero movies. I'd happily pay theater prices for a full-length version or sequel.