Jon Ronson's The Secret Rulers of the World series. Ronson is the gonzo documentarian who wrote The Men Who Stare at Goats and gave birth to imitators like Louis Theroux and John Safran. Secret Rulers has an episode where Ronson follows David Icke as he is kicked out of Canada, an episode where he surveils a meeting of the Bilderberg group, and an episode he made with Alex Jones during the filming of Dark Secrets inside Bohemian Grove. It's excellent.