Hi,
The David Bowie documentary on "Behind the Music" is good too.
The BBC documentary on "Krautrock" is also excellent, but several hours long and quite detailed ... but for some reason the last hour is mangled badly and that is the hour that has David Bowie discussing it, and mentioning its influence on him.
Most rock documentaries do not discuss the other things that David studies, and it is acting, and theater and mime, and in many ways, the performance side of these things in experimental theater, is far more advanced in work, than most rock music is, and he seems to be an avid listener of a lot of different, cultural and odd things ... on purpose ... to get better ideas for what he does. But he is honest enough to credit them when it is there, and he does well in the "krautrock" special, though he knows who the real stars are.
He is also courageous ... no American (or Cakewalk'an) would ever tackle Kurt Weill and Bertold Brecht ... and David did, and sounded well, though not great in my book, because it was not in a theatrical environment per se, and its quality suffered a bit because of it, but otherwise good, and sort of a capella all the way. you learn a lot from doing different things, but for many folks, "different" means a different effect on their guitar only. not for David!