a documentary called "The Dungeons & Dragons Experience" has been released on DVD and is reviewed here: http://www.dvdtalk.com/reviews/read.php?ID=12314
a quick google reveals other reviews also available - http://www.google.com/search?q=dungeons+dragons+experience - including a list of other gaming-related documentaries on slashdot: http://games.slashdot.org/games/04/08/20/1840252.shtml?tid=209&tid=1