Waiting for Nesara (2006) - this isn't a "supersize me" "farenheit 9/11" megaplex ready documentary (who knew there would ever be such a thing) but it is remarkable and it's subject matter is incredibly bizarre.
The director, who doesn't inject himself into the film at all, interviews members and tapes the meetings of a group of people who believe that Jesus Christ, get ready for it, is going to come down on a spaceship any day now and restore consitutional demoracy to the united states. or something. It's sort of a combination of far right federal reserve as illuminati conspiracy theory, scientology and especially mormonism as most of the group are people excommunicated from that church (it takes place in Utah). The feeling of watching this was unlike anything I can recall. One woman explains that Jesus will be more comfortable on a spaceship rather than flying through space like superman. I cringed at the ridiculous nonsense that went on at these meetings and then didn't know what to feel when the head guy goes on a right wing radio talk show and is thoroughly dressed down by the far more sensible callers, who point out the massive holes in his ideas and are incredulous that he actually believes it and isn't some kind of huckster. I don't think he is though. Closing shots feature images from iraq war protests (circa 03) from around the world with "Nesara" themed picket signs being paraded along with the others. yikes
youtube is full of nesara stuff