1) Take the Money and Run (1969): Woody Allen has made more than 40 films over the course of his prolific career, but he started it off with satire. After his re-dubbed goof on Japanese action movies, What's Up, Tiger Lily?, he took on the story of Virgil Starkwell (played by Allen), a criminal whose renown was matched only by his ineptitude. Effectively employing narration by radio veteran Jackson Beck, Allen combined talking-head interviews with scenes of Starkwell's creatively bungled crimes: a holdup thwarted by his poor handwriting on the note to the teller; a prison break with a gun carved out of soap -- in the rain. Still one of Allen's funniest.
2) Real Life (1979): In 1973, the groundbreaking PBS documentary An American Family pioneered the concept of "reality television;" six years later, a young comedian named Albert Brooks played himself as a filmmaker trying to look at the day-to-day reality of another American family, only with a few tweaks of his own to make things more interesting. Brooks had already mastered the neurotic, self-absorbed personal that he brought to his later films, and worked brilliantly off of Charles Grodin as the family patriarch. As funny as it is prescient, it anticipated a world where "reality" would be massaged into audience-friendly entertainment, while also providing classic sight gags like the "helmet-cams" intended to make the film crew unobtrusive.
3) Man Bites Dog (1992): The voyeurism of docu-reality got a darkly comic, unsettling tweaking in this story of a film crew following around a serial killer/thief, attempting to understand his mind. The Belgian filmmaking team of Remy Belvaux, Andre Bonzel and Benoit Poelvoorde effectively combined both the comedic potential of the genre with its ability to creep you out, implicating the audience (and the fictional film crew) in the film's events. The narrative gets a little over-the-top with a rivalry between two serial killers, but there's still plenty of unnerving stuff about the myth of objectivity.
4) Dadetown (1995): Most fake documentaries have opted either for comedy or scares; Russ Hexter took the untrodden path of playing his foray into the genre completely straight. His story looks at an upstate New York community shaken by the loss of blue-collar manufacturing jobs, then explores what happens when the arrival of a new industry is accompanied by an influx of more educated, affluent residents. Hexter's brilliant investigation of class clashes is made all the more tragic by the fact that the obviously gifted filmmaker died at the age of 26 from a congenital heart condition, leaving only this film behind.
5) The Last Broadcast (1998): The premise probably sounds familiar: A trio of filmmakers goes into the woods to investigate a local legend, with ominous and tragic consequences. But a year before the release of The Blair Witch Project, Stefan Avalos and Lance Weiler had already made their movie about a documentary filmmaker investigating what happened when cable-access hosts of a paranormal-themed show tried to find the "Jersey Devil," but only one made it out alive. The jarring rhythms of documentary-style horror were brand new here, and while the climactic plot twist feels like a bit of a stretch, pioneers certainly deserve their credit.