I think people here seem to be assuming that Timebandit's use of the word "documentary" implies moral approval. Whereas I don't think it does. It's just a genre description.
Susan Sontag used the term "documentary" to refer to some of the films of Leni Riefenstahl, which of course were produced by the Nazis. But it's clear from her context(moreso in the overall essay, not so much in the passage below) that she despises the politics of the films in question...
Triumph of the Will and Olympia are undoubtedly superb films (they may be the two greatest documentaries ever made), but they are not really important in the history of cinema as an art form. Nobody making films today alludes to Riefenstahl, while many filmmakers (including myself) regard Dziga Vertov as an inexhaustible provocation and source of ideas about film language. Yet it is arguable that Vertov—the most important figure in documentary films—never made a film as purely effective and thrilling as Triumph of the Will or Olympia. (Of course, Vertov never had the means at his disposal that Riefenstahl bad. The Soviet government's budget for propaganda films in the 1920s and early 1930s was less than lavish.)