I love sports documentaries. I could list just about all of the 30 for 30's, so I'll skip that. Here are my favorites among other docs:
Ken Burns' "Baseball" is awesome.
"Hoop Dreams" is fantastic, but it's so much bigger than just a sports documentary. It's really a commentary on urban plight that uses basketball to draw the audience's attention; that what makes it so great.
"Endless Summer" (surfing) and "Dogtown and Z-Boys" (skateboarding) are really cool stories about a pair of extreme sports when they were in their infancy.
"Michael Jordan to the Max" is incredible, especially if you see it in its intended IMAX state.
A couple that I would like to see are "Nine Innings from Ground Zero: The 2001 World Series" and "Bobby Fischer Against the World" (insomuch as chess is a sport).