While not exactly a documentary, it was completely based off a true story. Rabbit Proof Fence. I watch documentaries, too, but I just can't think of a favorite off the top of my head.
Rabbit Proof Fence is about racism in Australia, unfortunately not too long ago. I have not seen it in a while, so apologies if my details are a little rough.
The white people were trying to "take in" those born of both a white parent and a black parent, thus making them of mixed race, and they try to make them white again through behavior and breeding. REALLY nasty concept.
But the whole story is about three girls, two sisters and a cousin, ranging from about five years old to maybe twelve or thirteen who have to walk across the desert by following the fence that was recently built to keep the rabbits out. At the end, they show footage of the women who really escaped and it says they were later captured again and had to escape a second time.