There's a very good documentary made by New Zealand filmmaker Justin Pemberton called The Nuclear Comeback (2008) about the question of whether or not nuclear power is what we need, to have more environmentally friendly energy production. (I made a documentary on the same subject, but it's not nearly as good.) Pemberton tries to give both sides of the debate an even chance to make their case – but it's hard not to notice that the main proponent of nuclear energy is an arrogant jerk. Nonetheless, the trend has been towards a huge, global renaissance in nuclear power. I suspect that the currently unfolding tragedy in Japan might change that. Let's all hope that it doesn't turn out to be as bad as it could be (and as I suspect it is).
But probably my favorite documentary on nuclear issues is Radio Bikini (1987) from director Robert Stone, about the nuclear bomb tests carried out by the US military after WWII. It's mostly constructed from archival footage – masterfully edited. But it's elevated to being more than just an archival film by two poignant interviews – one with a native Pacific islander who was forced to leave his home by the tests, and one with a US sailor who was part of the testing, and became an unwitting test subject. Highly recommended as an example of a historical documentary that packs a punch.