Until the light takes Us is the obvious choice for documentaries, it is seriously worth buying for the second DVD with extra interviews and what-not. These are going to be somewhat personal preferences but I would maybe say the works of Sergio Leone and Akira Kurosawa for fictional movies.
For books, I am sure there are other posts about that for a comprehensive list, but I would say Marriage of Heaven and Hell by Blake, the Illiad and the Odyssey, Moby Dick, Heart of Darkness. For a documentary type book I actually liked "Lords of Chaos," by Moynihan, although some people here dislike it for reasons that I can't quite remember. It's just an interesting document in my mind, but you can't take it as the last word on Norwegian Black Metal.