Benjamin Christensen's 1922 documentary Häxan is about as much documentary as the first one we watched, but immensely more entertaining for its absurd claims. A history of witchcraft drawing heavily on a 15th century guide for German Inquisitors, Häxan is ridiculous in so many definitions of the word.
Oh man, if Oliver Twist was problematic then Robert J. Flaherty's 1922 "documentary" is the pure problem to which problematic things aspire. It's not just staged, it's purposefully primitivized, Falherty taking away an modernity his Inuit subjects had allowed into their lives, from guns to to jeans to houses. Still as the world's first full-length documentary, it proved that such a thing was possible and marketable, so it sits on its throne of lies.