If you thought I Think We're Alone Now was cringey, it has nothing on I'm Your Number One Fan.
Highlights include Mike Read superfan Blue Tulip Rose Read orgasming to the sound of his voice on the radio, typing emails completely naked, singing while imitating a dog barking and freaking out because some shop assistant made an offhand comment about Mike Read being possibly gay.
Aside from Blue Tulip (who could have carried the documentary by herself) there's a mother-and-daughter Cliff Richard fan duo, a guy who wants to protect Princess Diana from the Beast (ie: the Queen, apparently she's actually Satan in disguise) and a woman who sent multiple threatening letters to snooker player Stephen Hendry.
https://www.youtube.com/watch?v=of1-vkIS5sQ
There's also Deep Water, based around a man named Donald Crowhurst who entered a race around the world sailing competition despite having never sailed before and being up against some very experienced sailors. I won't spoil it but things did not go well for him.
https://www.youtube.com/watch?v=IY2rQh8UraY
Vice did a very interesting (and grim as be fucked) documentary about teenage heroin addicts in Swansea. Following them around and listening to them talk about their lives it seems like life wouldn't be any better if they got off the skag. Notably there's a bit where the young blonde girl talks about how her boyfriend's father beat her up and caused her to miscarry with all the emotion of someone chipping a nail.
https://www.youtube.com/watch?v=aIbpt1aDFqM
On that note, there's a documentary maker who thought trying skag would make him better able to connect with the addicts he was filming, and of course he got hooked. He got his friend to film him trying to go cold turkey.
https://www.youtube.com/watch?v=1L33zkIFIaQ
Rain in my Heart is a good one if you like soul-crushing misery. It follows four alcoholics in a special unit in London. By the time the documentary is over, two are dead. One more has died since, the sole survivor seems to be doing okay.
https://www.youtube.com/watch?v=lwv7Utcf-gM
66 Months is also pretty miserable on several levels. A learning-disabled man with an alcohol problem is taken in by an elderly gay man who is abusive but pretty much the only one in his life that shows him any love. It's very shocking how intimate it is because the film-maker happened to be a close friend (ie: fellow homeless alcoholic) and they didn't hide anything. I rented it from Vimeo, it's not available otherwise.
If you have a strong stomach, The Hunt for Britain's Paedophiles is an excellent documentary. It's very graphic in places, and it shows just how hard a slog the police have to get through to secure a conviction. Bonus shock value for hearing an adult woman talk matter-of-factly about how her father promised her a pony if she made pornography with a bunch of his mates when she was no older than twelve, how it was the best-selling child porn on the market and how she never got her pony in the end.
http://www.dailymotion.com/video/x2i11al