Encounters at the End of the World (2007)

  This is also not nominated for an Oscar this year, but it was in 2009.  It didn't win and I don't know why a) because I am too lazy to look up who actually did win and b) because this movie is one of the most entertaining documentaries I have ever seen.

Werner Herzog takes a small crew to McMurdo Air Force Station in Antarctica to interview the people that spend the majority of their time in the most inhospitable place on the planet.  The people are all interesting in their own rights, but Herzog's narration is what makes this film.  He is wry bordering on kinda bitchy, warm, engaging, and extremely funny.  If you've only (God forbid) known him as the villain from Jack Reacher, you owe it to yourself to check this out.

The other draw is obviously the scenery.  Instead of just focusing on penguins, Herzog takes his cameras into active volcanos and under the frozen seas to bring some spectacular views of the south pole.  Amazing.