While we're on the subject of documentaries, let's look at a more comfortable, homier documentary.
In Shakespeare’s Stratford, Sue Sutton takes us on a very down-to-earth tour of Shakespeare's hometown. She visits all the tourist sites and interviews the workers there, speculates about certain elements that are of interest to her, and asks quirky questions.
The film shows the balance that Shakespeare in London (for which, q.v.) lacks. When there's speculation, it's labeled speculation, and the viewer is free to make a judgement or to investigate further.
In this brief clip, Sutton discusses a notorious story about Shakespeare's death:
The film is quite long (over three hours), but I find the down-home approach invigorating.