My favorite documentry of late is America: Freedom to Fascism. I saw this a few weeks ago in the theatre but now it is available on DVD. I highly encourage everyone to see this film. If you are unaware of the terrible things that the Federal Reserve and the IRS has done to usurp power and control in this country, this will be an awakening experience for you. Even if you already are aware, it is very well presented and a good source to get a thorough review.
Best of all, even if you can't spare the $20 to buy the DVD, you can now watch it for free on Google Video! You have absolutely no reason not to watch this film RIGHT NOW. It is currently in the (bottom) top 100 videos on Google, so please vote for it there if you enjoy it so as to further it's presense online.