Here's kind of an unusual one. I remember seeing it years ago and it may have been the first doc I'd ever seen. The guy that made it says he set out to do a certain thing, but it turned into something different. So don't get fooled by the title. I'll tell you that it's sort of like American Nomads (couple posts up) in that it is a drifter.
I liked it years back, but will watch it again before saying anything else. Note the length, though, so maybe treat it like a book and come back to it a couple times in order to finish.
(It may be currently unavailable to stream on youtube. It's called Sherman's March and it is by Ross McElwee.)