1. Trinity and Beyond
The story of the USA's nuclear program from its inception through modern times. AWESOME footage (much of it rarely seen), great classical soundtrack, and The Shat narrating.
2. BBC's Planet Earth
Every installment blows my mind. I particularly enjoy some of the "how they shot that" segments at the end of some of the episodes--there was some truly incredible effort put into the camerawork. I prefer Attenborough narrating, but Sigourney Weaver was also very good; I think Attenborough sounds amused at everything, Weaver in awe.
3. Bobby Fischer Against the World
Fascinating person, captivating story. Documentary was extremely well composed between the narration, recent interviews, and old footage/interviews of Fischer.