As has been mentioned, "When We were Kings" about the rumble in the jungle is very good. Ali Bomaye!, Ali Bomaye!
Kevin MacDonald has directed two of my favourite documentaries
"One Day in September" about the murder of 11 Israeli athletes at the 1972 Munich Olympics by Palestinian Terrorists.
"Touching the Void" about a climber who was given for dead by his mate.
Also "Bobby Fischer Against the World" about the life of the first american to win the World Chess championship in 1972, just a bit of a complex character.
And if you like Sports documentaries check out ESPN's 30 for 30 series. A lot of which are on YouTube
The T206 Honus Wagner -
http://espn.go.com/video/clip?id=8983686