Oh man I've got dozens of them !

Since 2000 ? (Narrow it down a bit)

How about Merchant of doubt - Robert Kenner. Very Very relevant to today !

Man on a wire - James Marsh.
Be advised. This is the story of Phillipe Petit's attempt to walk a high wire between the two Twin towers in New York back in '74.

Into the abyss - Werner Herzog.

Dear Zachary - Kurt Kuenna

Inside job - Charles Ferguson - again, relevant to today.

And one you can watch bits of as and when without losing the thread.
Life in a day - Kevin Mcdonald. Wonderful

I feel triggered just thinking about it. Its the first and last documentary that i've ever watched it was called, Gladiator Days: Anatomy of a Prison Murder. I cried for days i was so traumatized. It was about a racially motivated murder that occured at the Utah State Prison. I just kept thinking about the victim's family about his mother and how she has to relive this moment of her son's brutal murder.

Bundy

Would be impossible to choose most interesting but a Norwegian documentary I recently watched, “The Remarkable Life of Ibelin” was very special and unique.

Hitler

Not sure if it really counts as a documentary, but Albert Bartlett's lecture on exponential growth came to mind immediately.

I watched a lot of them.. they are all interesting imo

Recently, it was the Jury: Murder Trial. Not exactly a documentary but really interesting all the same.

Off the top of my head I'll say Children Underground

Wow lots the dust bowl, tsunami

John Olinger Does the Kardashians in a Hot Air Balloon

Kumarè.