Everybody in the Place: an Incomplete History of Britain 1984-1992 by Jeremy Deller is the best documentary I've seen recently. It's a history of dance music in the UK (and it's American roots) presented as a lecture given to secondary school students, part social history part love letter to a music and a time. Full of surprising and interesting footage and observations.

Edit: seems it's on youtube at the moment: https://www.youtube.com/watch?v=Thr8PUAQuag