Zeitgeist and Addendum were two of the most eye opening documentaries I've seen to this day. Never looked at things the same after that, and never quite as trustworthy of authority since. Tough to pick just one but Zeitgeist is definitly up there for me as well.
Oh man, where do I begin. I'd always been a huge fan in documentaries, even if it's a topic I'm not necessarily interested in..
The King of Kong
Food Inc.
Super Size Me
Zeitgeist 1 and 2
The Obama Deception (Yeah Alex Jones is a bit of a loon but he's more subdued and presents some more reasonable information and facts here)
Loose Change: An American Coup
Requiem for the American Dream
The Corporation
Pretty much anything Michael Jordan related
30 for 30: Catching Hell (as a Cubs fan it hits really close to home)
This Film is not yet Rated
Metal: A Headbanger's Journey
Metal Evolution Series
Metallica: Some Kind of Monster
Uploaded (Napster Documentary)
Roger and Me
The People VS George Lucas
Star Wars: Empire of Dreams
6 days to Air (South Park)
Goin Down to South Park (more mockumentary but still entertaining and informative)
I'm sure there's more but this is just off the top of my head