Pat Methany and Lyle Mays' concert, "The Way Up," is wonderful to watch and hear, although it's not a documentary.
I really enjoyed seeing Dexter Gordon in "Round Midnight" and the whole movie and its tone in general. Not a documentary, but very loosely based on sort of the composite lives of Dexter and Bud Powell. Very interesting film.
Clint Eastwood's tribute/depiction of Charlie Parker, "Bird," wasn't a documentary either, nor did it strive for the utmost in accuracy, but it was a great movie and portrayed Parker fairly. Forrest Whitaker did a great job, working closely with Lennie Niehaus to look as authentic as possible during the playing sequences, and Charles McPherson provides incidental sax playing, very much in Bird's style, for times when Parker's original recordings couldn't work. A tremendous work.
Apologies for none of these being actual documentaries.