While his gangster movies are critically acclaimed and rightfully so, he's also made a lot of other movies outside of that.

If you are into documentaries, Scorsese did an awesome set of Blues music documentaries for PBS some years back. He followed the roots of the music from the south and covered just about every scene, the players and followed it right up to the modern era with classic rock bands who were influenced by that music. It's a really good beginner's guide into blues music.