Seconding the recommendation for Adam Curtis. Also, Werner Herzog and Errol Morris are essential and will not disappoint.
And about psychedelics in documentary films... I had put together a little filmography for psychonauts for Enoon's Open Hyperspace Traveler, and since it's not openly available in the forum, makes sense to share some of it here. Only documentary films, and only on topic:
1978 -
María Sabina, Mujer Espíritu (Nicolás Echevarría)
http://www.imdb.com/title/tt0295426/Unique film documenting the life of María Sabina, the woman who introduced Robert Wasson to psilocybe mushrooms.
1993 -
The Art of Tripping (Channel 4, UK)
A journey through artistic creation and psychoactives, hosted by Bernard Hill.
2002 -
Hofmann's Potion (Connie Littlefield)
http://www.imdb.es/title/tt0439611/The first, and arguably better, documentary on LSD. Featuring professor Albert Hofmann, Ralph Metzner, Stan Grof, Ram Dass and archive takes with Aldous Huxley and Tim Leary.
2002 -
Shamans of the Amazon (Dean Jefferys)
http://www.shamansofthea...n.com/index_content.html"Shamans of the Amazon is a personal account of Film-maker Dean Jefferys returning to the Amazon with his partner and one year old daughter. They journey deep into the heart of the Ecuadorian rainforest to meet two Amazon Shamans, to learn about and experience the ancient ayahuasca ritual. The film will also show how this hallucinogenic ritual is being adapted and used in western cultures."
2004 -
D'Autres Mondes / Other Worlds (Jan Kounen)
http://www.imdb.com/title/tt0347718/"A Journey into The Heart of Shipibo Shamanism". One of the best film approaches to shamanism and psychedelics, featuring Charles Grob, Stanislav Grof, Luis Eduardo Luna, Pablo Amaringo, Rick Strassman and Alex Grey, among others.
2004 -
Ibogaine, Rite of Passage (Ben De Loenen)
http://www.imdb.com/title/tt0431823/A visit to Iboga in both the bwiti rituals and a detox clinic in America. Very nice film and document.
2005 -
Tribe: The Babongo (BBC)
https://www.youtube.com/watch?v=xmNQSF7MycwA good, respectful report of the babongo rituals in Gabon.
2006 -
Psychonauts (András Kovács)
http://daath.hu/psychonauts/"Psychonauts believe that these spiritual experiences, when properly processed, lead to long-term and positive benefits in their everyday lives."
2006 -
LSD, Problem Child and Wonder Drug (Michael McAteer)
http://www.lsd100.com/Report of the symposium celebrated in Basel, Switzerland in 2006 to honor Dr. Albert Hofmann in his 100th birthday.
2007 -
Entheogen: Awakening the Divine Within (Rod Mann, Nikos Katsaounis, Kevin Kohley)
http://www.imdb.com/title/tt1549781/Good introducting approach to ecstasy and shamanism.
2008 -
Know Your Mushrooms (Ron Mann)
http://www.imdb.com/title/tt1339111/A very fun introduction to mushies and a visit to the Telluride Mushroom Festival in Colorado, US. Not specifically targeting psychedelic mushrooms (although they are more than present!) but well done and quite enjoyable.
2008 -
Peyote to LSD: A Psychedelic Odyssey (Peter von Puttkamer)
http://www.imdb.com/title/tt0822803/Wade Davis follows the steps of Richard Evans Schultes and his discoveries of psychoactive plants.
2009 -
Manifesting the Mind (Andrew Rutajit)
Dennis McKenna, Strassman, Pinchbeck and other usual suspects in an introduction to the psychedelic experience.
2009 -
Inside LSD (Pamela Caragol Wells)
http://www.imdb.com/title/tt1540611/Episode about LSD in "The Explorers" National Geographic series, narrated by Peter Coyote.
2009 -
Metamorphosis (Keith Aronowitz)
http://www.imdb.com/title/tt1446106/The following of an ayahuasca ceremony in Iquitos, Perú.
2010 -
DMT, The Spirit Molecule (Mitch Schultz)
http://www.imdb.com/title/tt1340425/The widely known film about Dr. Strassman's clinical DMT assays. Strassman, Hancock, nice visuals, fact and speculation and cool experience reports.
2010 -
Dirty Pictures (Étienne Sauret)
http://www.imdb.com/title/tt1592855/A visit to the life and works of Sasha & Ann Shulgin.
2010 -
Vine of the Soul: Encounters with Ayahuasca (Richard Meech)
http://www.imdb.com/title/tt1562910/Report of a journey to Amazon and Ayahuasca, with Guillermo Arévalo, Dennis McKenna, Kenneth Tupper and canadian therapist Dr. Gabor Maté.
2011 -
The Substance: Albert Hofmann's LSD (Martin Witz)
http://www.imdb.com/title/tt2075352/Well made movie about the discovery of LSD by professor Hofmann. Featuring among others Ralph Metzner, Stan Grof and Albert Hofmann himself.
"The Menu is Not The Meal." - Alan Watts