A pair of documentaries about stand-up comedy. Both very similar although different subjects were highlighted.
I Am Comic (more recent of the two) - highlights Ritch Shydner's return to stand-up and different thoughts on the profession/style/work from a variety of comics (Lewis Black, Sarah Silverman, Phyllis Diller, Dana Gould, Roseanne, Louis C.K., Carlos Mencia, Jeff Foxworthy, Bobcat Goldthwait and others in particula). Funny, informative (I particularly enjoyed it when they would talk specifically about how they work on developing their acts, bits…it really is an art form).
Comedian - The two main subjects in this one are Jerry Seinfeld and (at the time, an up-and-comer) Orny Adams. With Seinfeld, it follows his return to stand-up with 100% new material (he decided to scrap all of his old material). B/c of Seinfeld, we get to see interesting/funny discussions with Colin Quinn, Ray Romano, Chris Rock, Bill Cosby and Jay Leno to name a few. As for Adams, he struggles with his career in terms of trying to get the credit he feels he deserves as a polished stand-up and take the next step up the entertainment ladder (he's gone on to do a good enough job today).
I'd recommend both, but if I had to pick one over the other, it'd be 'I Am Comic' since there are a wider range of personalities in that one.