The earliest "moving pictures" were by definition documentary. They were single shot, moments that were captures on film. Whether it be a train entering a station, a boat docking, or a factory of people getting off work, early film (pre-1900) was dominated by the novelty of showing an event. These short films were called "actualities." Very little storytelling took place before the turn of the century, due mostly to technological limitations.
With Robert J. Flaherty's Nanook of the North in the 1920s, documentary film embraced romanticism; Flaherty went on to film a number of heavily staged romantic films, usually showing how his subjects would have lived 100 years earlier and not how they lived right then (for instance, in Nanook of the North Flaherty does not allow his subjects to shoot a walrus with a shotgun nearby, but has them use a harpoon instead, putting themselves in considerable danger).
Dziga Vertov was involved with the Kino-Pravda newsreel series ("Kino-Pravda" means literally, "film-truth," and would later influence the [cinema verite]? movement); these newsreels were sometimes staged but had the main purpose of simply conveying news.
The continental, or realist, tradition focused on man within man-made environments, and included the so-called "city symphony" films such as Berlin, Symphony of a City, Rien Que Les Heurs, and Man with a Movie Camera.
The propagandist tradition consisted of films made with the explicit purpose of persuading an audience of a point. Some of the more noted propaganda films include Triumph of the Will and Reefer Madness.
1927-present day (Early Sound Era)
Contemporary Documentary filmmakers: