Here is a list of some "classic" and/or award-winning documentaries and documentary makers as well as some of my personal favorites.
The Ascent of Man by Jacob Bronowski - Culture, History
Civilization by Sir Kenneth Clark - Art, History
Michael Moore, documentary maker of Sicko, Bowling for Columbine, etc
Ken Burns, documentary maker of The Civil War, Jazz, etc
Jared Diamond's Guns, Germs, and Steel - Anthropology
Tupperware! - History, Business
Jesus Camp - Culture, Religion
Slavery and the Making of America - Culture, History
Who Killed the Electric Car? - Business, Environmental
Occupation, Dreamland - Culture, Military
Maxed Out - Culture, Business
Super Size Me - Culture, Health
Wal*Mart: The High Cost of Low Price - Culture, Business