This short Salon interview with Robbie Robertson reminds me that the Martin Scorsese-directed The Last Waltz is one of the best documentaries I've ever seen. It's a film of the Band's last concert and features interviews with band members interspersed with a bunch of performances by musical guests, including Neil Young, Emmylou Harris, Joni Mitchell, the alarmingly dressed Van Morrison, the Staples Singers, and Neil Diamond (!). Seriously, if you haven't seen it, I highly recommend that you add it to your NetFlix queue. I saw it with a friend when it was rereleased in theaters a few years ago and we were both sort of skeptical, but thought "What the heck?". We could not stop raving about it.
Both the Salon interview and the movie leave the unmistakable impression that Robbie Robertson is sort of an ass.
On the subject of documentaries, I also recommend: Standing in the Shadows of Motown, about the Funk Brothers, who were the backing band for a lot of the Motown singles of the 1960s and early 1970s; and When We Were Kings, about the 1974 fight between Muhammad Ali and George Foreman, better know as "The Rumble in the Jungle." Probably everyone has seen that one by now, right?