The first one is a great film. I'm a big fan of Hank III, and he is really close with those folks and wrote a song about D. Ray White a couple albums ago.
I've only seen the first, but it was definitely interesting. "Dear Neighbor, I've Always Hated You With a Passion: The Kronk Story" was very well reviewed as well... Ebert said he "liked it better than Cats!".
I too am a big fan of documentaries...
Here are some of my favourite photography documentaries:
What Remains: The Life and Work of Sally Mann
Henri Cartier-Bresson: The Impassioned Eye
The True Meaning of Pictures: Shelby Lee Adams' Appalachia
Ansel Adams: American Experience