There are some decent football documentaries out there and here are a few that I have enjoyed recently.
1 The story of FC Start. The infamous death match between the Nazis and a team of Dynamo Kyiv in World War 2, that I have covered elsewhere on this site ( http://footballrambles.blogspot.co.uk/2008/08/death-match-soviet-propaganda-and.html )
2 A really interesting documentary about the North Korean football team who represented their country in 1966 World Cup in England. It's interesting to get a different insight into the hermit state and as it was allowed to be filmed seeing it from a perspective that the North Koreans would allow is also interesting. One criticism would be that the cameraman is sometimes allowed to go into one too much.
3 Zidane - a 21st Century Portrait
Watching Zidane play in a live game was always mesmeric in that you forgot to watch the game and just watched him, so this video is great in that is all that you do in this film and it is set to the music of Mogwai.
4 Documentary about Paolo Maldini. There aren't many defenders who get the plaudits they deserve compared with more glamorous roles in a team, but Maldini was probably the best left back in the World ever and you've also got to admire him for being a one club man, even if it was Milan.