For me, I like "Breaking the Silence" and "The Oil Factor".
"Breaking the Silence" is often hard to watch-- John Pilger asks probing questions, as he talks to people and politicians, and the result is a dark but illuminating documentary. He does some pretty ballsy interviews (at a time when everyone was opponents of the war were supposed to fall in line)- It's well worth watching.
I also enjoy "The Oil Factor". It's entertaining, and has a lot of little insights into the reasons we're in Iraq. I catch myself rewinding a lot on that-- Some stuff you wouldn't believe!
Well, that's for my favs. Tell me about your favorite documentaries on Iraq and Afghanistan. I always enjoy learning more...