where should I start if I wanted to check out a couple of his novels?

Man with a Movie Camera. 1929 Soviet Experimental doc. I've only seen the version with the Michael Nyman soundtrack but I couldn't find a link to that one.

The Emperor's Naked Army Marches On. A Japanese ww2 veteran tries to find out what happened to his old squadmates.

Harlan County U.S.A.. About a Kentucky miner's strike, won an oscar.

Not documentaries but if you like docudramas check out Peter Watkins: Punishment Park, Culloden, The War Game (could only find trailer) .

Hades or Receiver 2

watched it after reading this post and really enjoyed it

reading the wiki entry for the book it's based on it sounds like it goes even harder with the anti-imperialism