Captain Beefheart - Full Documentary
https://youtu.be/dBa8bS_vZkM
Frank Zappa - A day with Frank Zappa (1971)
https://youtu.be/5aFRBbnF-ag
There's also an excellent Zappa biography from the BBC, from 1993, which was on YouTube as a single upload but has been taken down. I could only find 3 of 4 parts of it (uploaded by a different person) that are still there. Well worth tracking down to see the entire show.