Unforgivable Blackness
Manufacturing Consent: Noam Chomsky and the Media
Murder on a Sunday Morning
Death in Gaza
Punishment Park ;)

Pumping Iron
Crumb
Bowling for Columbine
When We Were Kings
March of the Penguins

1 - Grizzly Man
2 - Salesman
3 - Burden of Dreams
4 - Man With a Movie Camera
5 - Capturing the Friedmans

A lot of good Docs mentioned in this thread,My favorite doc of all time is not even on dvd yet. Streetwise, a documentry about teenage runaways on the streets of Seattle in the early 80's is one of the most powerful and moving Docs i have ever watched.Some of the teenage runaways in this movie will stay with you forever after watching this movie,they need to get this one on DVD

Grizzly Man
Harlan County, USA
Hoop Dreams
The Fog of War
The Hunting of the President

Since 1/8/06 I'll also throw in

March of the Penguins
Murderball
An Inconvenient Truth

1. Hoop Dreams
2. Deep Blue
3. Pumping Iron
4. Bruce Lee: A Warrior's Journey
5. March of the Penguins

Honorable Mentions
- An Inconvenient Truth
- When We Were Kings
- A Decade Under the Influence: The 70s Films that Changed Everything
- Winged Migration
- Mad, Hot Ballroom
- Bowling for Columbine
- Roger & Me

Special Mention for Scariness:
- Jesus Camp :)

Here is my list:
1: Kurosawa
2: The Fog Of War
3: March of the Penguins
Well that all.

A lot of love for March of the Penguins. Did I miss something?

Stanley Kubrick: A Life in Pictures

1. When the Levees Broke

Fahrenheit 9/11
The War Room
The Hunting of the President
Grizzly Man
Legendary Lighthouses series from PBS

Great answer!!

Not sure if this counts as a documentary and no one's yet mentioned (I think), Super Speedway

Others:

Blue Planets
Dark Days
The Opium War
The World at War

1. Mr. Death
2. Sick: The Life and Death of Supermasochist Bob Flanagan
3. A State Of Mind
4. Divine Trash
5. Paradise Lost

The Thin Blue Line
Gates of Heaven
Roger & Me
Supersize Me!
Probably a Ken Burns documentary

Honorable mention: The Devil's Playground (about the Amish practice where their 16 year olds are sent out into the world to experience life as normal people - they have to then decide whether or not to return to the Amish community (90% or so return) - anyway, our world is "the devil's playground")

Ghosts Of Rwanda

Cocaine Cowboys.

Ones that I have seen:

Bowling for Columbine
An Inconvient Truth
For All Mankind
Stand Tall
Superior Firepower: The Making of 'Aliens'
Decade Under the Influence, A
Bruce Lee: A Warrior's Journey
Filth and the Fury: A Sex Pistols Film, The
Look, Up in the Sky: The Amazing Story of Superman
Mind Meld: Secrets Behind the Voyage of a Lifetime
Pumping Iron
Empire of Dreams
Super Size Me
Triumph of the Will --> Crazy stuff in here.
Wal-Mart: The High Cost of Low Price
What the Bleep Do We Know!?
Wadd: The Life & Times of John C. Holmes

Ok, well, that's a bit more then 5 but they are all good IMHO.

1. Trinity & Beyond
Absolutely incredible visuals.
2. Dogtown & Z-Boys
3. Heroes of World Class
Probably the best wrestling documentary I've ever seen, and you don't have to be a wrestling fan to watch. It tells the story of the von Erich family, and World Class Championship Wrestling. The WWE is putting out their own documentary some time this year, but this is the one to get.
4. Life in the Undergrowth
My Attenborough pick. The seen with the slugs (or snails, can't remember which) mating is just incredible. I know that sounds like a weird thing to say, but you just have to see it. You wouldn't think slugs mating could be a beautiful thing, but it was.
5. Metallica - Some Kind Of Monster
Again, you don't have to be Metallica fan to watch.

The clear #1:
The World at War

The rest of the top 5 in no particular order:
For All Mankind
Monterey Pop
Trinity & Beyond
Tokyo Olympiad

has anyone mentioned, "The Staircase"?

awesome doc by the same filmmaker who did, "Murder on a Sunday Morning"...

I will add one honorable mention to my list:

A History of Britain

The World At War
Cosmos
Life on Earth (I wish we had all the Attenborough stuff in Region 1)
The Beatles Anthology
Stanley Kubrick - A Life in Pictures

The Sorrow And The Pity
The World At War
The Complete Monterey Pop
Microcosmos
and then it gets a little hard.....
The Sky Above, The Mud Below (Academy Award winner, bonus feature on Black And White In Color)
Mondo Cane (Yes I know that there is some dispute over staged scenes)
A Hard Day's Night (Is this a true documentary?)
Woodstock
Gimme Shelter
etc....

Style Wars
Grizzly Man
Bus 174
Crumb
Unforgivable Blackness