Wow! You all posted some great ones! I have some documentary-watching homework to do now.
I too loved the Long Way Round. Gritty and authentic. It features so much terrain that few see, like the Road of Bones. It's truly something else, from the river crossings in eastern Siberia to the "celebrity life" they were forced into in Kazakhstan.
These aren't necessarily travel documentaries, but my two favorite classics are:
Dust to Glory - does 1000 miles of off-road racing in one day count as travel? 😉
On Any Sunday - it celebrates all types of motorcycle sports. Vintage film from the 70's.