Well...I'm not sure.  
 
Let's go with, initially in addition to Waste Land (wait, this is 11):
Hoop Dreams, Grizzly Man, Man on Wire, When We Were Kings, The Thin Blue Line, 
I Am Not Your Negro, 
The Up Series, When the Levees Broke, Spellbound, The Fog of War
(If I think about it more, one of these (or others I've forgotten) might make it instead:  Buena Vista Social Club, Koyaanisqatsi, Murderball, 
The Sorrow and the Pity, The Last Waltz, 4 Little Girls, Don't Look Back, The War Room, 
Harlan County USA, Waltz with Bashir, 
Paris is Burning, Dear Zachary (the most depressing movie ever made), Bus 174, Born into Brothels, Hearts of Darkness, One Day in September, Jiro Dreams of Sushi, American Movie, Paradise Lost, 
Shoah, Jesus Camp, The King of Kong, American Movie, Monterey Pop, Brother's Keeper, Fast Cheap & Out of Control, 
Balseros, Buck, 
Street Fight, Murder on a Sunday Morning, Genghis Blues, The Story of the Weeping Camel, Regret to Inform, and a new entrant from 2017 - Step!)
Edit:  I'd put Exit through the Gift Shop on this supplemental list, too.