I found quite a few documentaries on the Netflix channel, some even Instant. The others I'm waiting for on DVD.
Comic Book Confidential(1988) NR
Ron Mann's documentary explores how comic books were elevated to pop art and bore witness to cultural phenomena with the help of legendary creators such as Robert Crumb, Will Eisner, William Gaines, Bill Griffith and Stan Lee. The film traces the medium from its ultrapatriotic beginnings -- with pages filled with superheroes fighting for truth, justice and the American way -- and shows how it evolved into sophisticated, complicated, readable art.
Confidential was okay, it is rather old and so might be considered dated. It doesn't focus so much on the golden age of comics like I thought it would but how the Counter-Culture indie comics came about. Still rather interesting and shows a pre-Hollywood Frank Miller in the last interview segment.
Comic Book Pajama Party: Women Who Love Comic Books!(2004) PG-13
Meet eight beautiful, intelligent and fun young women who also happen to be huge comic book fans. Gathering together one evening to talk about the comic books they love -- and hate -- these gals lounge, eat chocolate, guzzle wine and give you the low-down on manga, anime, Neil Gaiman, Marvel and DC, the universe in general and men in particular. Be a fly on the wall as these smart, savvy and outspoken chicks dish about more than just pop culture.
This one is DVD only, still waiting on it. MrsCharlie seemed interested ...

Starz Inside: Comic Books Unbound(2008) NR
Why do comic-book heroes translate so well to film? Some of the biggest names in both industries, including Marvel Comics guru Stan Lee and Hollywood producer Roger Corman, discuss the reasons behind comics' crossover appeal to movie audiences. Actors Ron Perlman and Selma Blair, director Richard Donner, comic-book illustrator Paul Pope and other insiders also weigh in with their views in this hourlong documentary.
I saw this one on instant earlier. It was pretty neat and interviewed the main cast members of the Hellboy movie. As it says, it's focus is on comic book movies and I noticed a few movies I had not known were based on a comic book previously.
Let me know if you guys find others. I love documentaries about comics and watch all the special features on my comic book movie DVDs.