My Selection of Disturbing Documentaries...

Cropsey (2009)

Realizing the urban legend of their youth has actually come true; two filmmakers delve into the mystery surrounding five missing children and the real-life boogeyman linked to their disappearances.
http://www.imdb.com/title/tt1277936

Killer Legends (2014)

Delving into our collective nightmares, this horror-documentary investigates the origins of our most terrifying urban legends and the true stories that may have inspired them.

http://www.imdb.com/title/tt3449040

Just Melvin, Just Evil (2000)

An in-depth look at the director James Ronald Whitney's family history of incest spanning at least three generations and the devastating consequences that include drug abuse and alcoholism.

http://www.imdb.com/title/tt0240641

Into The Abyss (2011)

Into the abyss explores a triple murder which occurred in the small Texas City of Conroe in 2001. Michael Perry and Jason Burkett, under the influence of alcohol and drugs, murdered a middle-aged housewife; they then gunned down her stepson and his friend.

http://www.imdb.com/title/tt1972663

Dear Zachary: A Letter to a Son About His Father (2008)

In 2001, Andrew Bagby, a medical resident, is murdered not long after breaking up with his girlfriend. Soon after, when she announces she's pregnant, one of Andrew's many close friends, Kurt Kuenne, begins this film, a gift to the child.

http://www.imdb.com/title/tt1152758

The Galapagos Affair: Satan Came to Eden (2013)

Darwin meets Hitchcock in this feature-length documentary. THE GALAPAGOS AFFAIR is a gripping tale of idealistic dreams gone awry, set in the brutal yet alluring landscape of the Galapagos Islands.

http://www.imdb.com/title/tt2960450

The Search for Michael Rockefeller (2011)

In 2007, filmmaker Fraser C. Heston discovered a cache of lost footage shot by adventure-author Milt Machlin during his expedition to the cannibal coast of New Guinea in 1969, in search of the lost scion, Michael Rockefeller. The film includes previously unreleased footage and eye-witness interviews, including some startling revelations, which shed new light on the unsolved mystery of Michael's disappearance.

http://www.imdb.com/title/tt1701226/

Capturing the Friedmans (2003)

Documentary on the Friedmans, a seemingly typical, upper-middle-class Jewish family whose world is instantly transformed when the father and his youngest son are arrested and charged with shocking and horrible crimes.

http://www.imdb.com/title/tt0342172

The Jinx (2015)

Filmmaker Andrew Jarecki examines the complicated life of reclusive real estate icon, Robert Durst, the key suspect in a series of unsolved crimes.

http://www.imdb.com/title/tt4299972

Making a Murderer (2015)

Filmed over a 10-year period, Making a Murderer is an unprecedented real-life thriller about Steven Avery, a DNA exoneree who, while in the midst of exposing corruption in local law enforcement, finds himself the prime suspect in a grisly new crime.

http://www.imdb.com/title/tt5189670

West of Memphis (2012)

West of Memphis is an examination of a failure of justice in Arkansas. The documentary tells the hitherto unknown story behind an extraordinary and desperate fight to bring the truth to light.

http://www.imdb.com/title/tt2130321

Tickled (2016)

Journalist David Farrier stumbles upon a mysterious tickling competition online. As he delves deeper he comes up against fierce resistance, but that doesn't stop him getting to the bottom of a story stranger than fiction.

http://www.imdb.com/title/tt5278506/

Grizzly Man (2005)

A docudrama that centers on amateur grizzly bear expert Timothy Treadwell. He periodically journeyed to Alaska to study and live with the bears. He was killed, along with his girlfriend, Amie Huguenard, by a rogue bear in October 2003.

http://www.imdb.com/title/tt0427312

The Imposter (2012)

A documentary centered on a young man in Spain who claims to a grieving Texas family that he is their 16-year-old son who has been missing for 3 years.

http://www.imdb.com/title/tt1966604/

The Killing Season (II) (2016)

"The Killing Season" from Executive Producer Alex Gibney follows documentarians, Joshua Zeman (Cropsey) and Rachel Mills as they investigate one of the most bizarre unsolved serial killer cases of our time -- ten dead sex workers discovered on Gilgo Beach, Long Island.

http://www.imdb.com/title/tt6064676/

Catfish (2010)

Young filmmakers document their colleague's budding online friendship with a young woman and her family which leads to an unexpected series of discoveries.

http://www.imdb.com/title/tt1584016

Blackfish (2013)

Notorious killer whale Tilikum is responsible for the deaths of three individuals, including a top killer whale trainer. Blackfish shows the sometimes devastating consequences of keeping such intelligent and sentient creatures in captivity.

http://www.imdb.com/title/tt2545118

EDIT: i made front page. this is cool ---
also thanks to several commenters for reminding me of the following :

· The Thin Blue Line
· Dreams of a Life
· The Nightmare
· Into Eternity
· Autopsy (HBO)
· The Cove· Earthlings
· The Art of Killing
I really recommend those.