If you know the name of the documentary, the easiest way to see if the MU Libraries have a copy is to search Discover@MU using a title search.

If you do not have a particular documentary you are searching for search Discover@MU by topic. Filter by format Videos in the left column of the search results page.

Check the location if it is a DVD. The MU ELLIS DVD COLLECTION is located in INFORMATION COMMONS II on the first floor. Take the case to the Checkout and Information Desk to check out the DVD. Some are listed as being at the MU JOURNALISM LIBRARY AUDIO VISUAL COLLECTION. These are at the Journalism Library on the quad; you can also check these out. DVDs that show a location of MU Law Reserve can only be checked out by law students. 

Also try http://documentarystorm.com.  The site has over 700 documentaries that are free to view. 

If you cannot find the film in library or on Documentarystorm.com, try the Columbia Public Library.