Band/artist documentaries.

Off the top of my head-

Goodbye Marianne-Leonard Cohen documentary

Hallelujah: Leonard Cohen, A Journey, A Song

Long Strange Trip-multi episode about the Grateful Dead

I Called Him Morgan-Lee Morgan documentary

Miles Davis: The Birth of the Cool

Be Here to Love Me and Heartworn Highways-Townes Van Zandt documentaries

No Direction Home and Rolling Thunder Revue: A Bob Dylan Story-both by Martin Scorcese

The Story of Wish You Were Here is a 2012 documentary that delves into the creation of Pink Floyd’s 1975 album Wish You Were Here. Directed by John Edginton and produced by Eagle Rock Entertainment, the film offers an in-depth look at the album’s development, themes, and enduring legacy. Can’t get enough lately. 
 

john

I made a mistake in the title of a Leonard Cohen doc-

Marianne and Leonard: Words of Love, not Goodbye Marianne.

Thought of two more- Todd Haynes movie about The Velvet Underground

While this one isn't a music doc, it's still a must see-

Roadrunner: A Film About Anthony Bourdain

On Prime..

"Now More Than Ever" The History Of Chicago

The Tragically Hip "No Dress Rehearsal" Season 1

Gordon Lightfoot "If You Could Read My Mind"

Tom Petty "Somewhat You Feel Free"

Elliot Smith "Heaven Adores You"