I love good music documentaries! I've seen the Daniel Johnston one too, and like it a lot. I'd appreciate some more recommendations! Here are some more:
The Flaming Lips - The Fearless Freaks
Marley
I Am Trying to Break Your Heart: A Film About Wilco
Another excellent movie that's a little different is "Rockers." Described in Wikipedia as: "Rockers is a 1978 Jamaican film by Theodoros Bafaloukos. Several popular reggae artists star in the movie, including Leroy "Horsemouth" Wallace, Burning Spear, Gregory Isaacs, Big Youth, Dillinger, and Jacob Miller.
Rockers was originally intended to be a documentary but blossomed into a full-length feature showing the reggae culture at its peak.[1] With a budget of JA$500,000, the film was completed in two months.
I loved that one. In English with English subtitles ; )