I'll try to whittle it down : I will more than likely post more later.
Jimi Hendrix: The Movie
Jimi Hendrix: Hear My Train A Comin'
Woodstock
The Song Remains The Same
This Is Spinal Tap
The Last Waltz
Head
Muscle Shoals
Anvil: The Story of Anvil
The Devil and Daniel Johnston
You're Gonna Miss Me
Johnny Cash in San Quentin
The Girl Can't Help It
Pink Floyd : The Wall
Tommy
Quadrophenia
The Harder They Come
Fearless Freaks
My fav is "The Boat That Rocked" (2009)
(Of course, we in North America know it as "Pirate Radio".)
I also enjoyed "Almost Famous" (2000), and "Cadillac Records" (2008)