The Corporation (Mark Achbar & Jennifer Abbott, 2003) – an eye-opening look at the global effects of corporate actions.

Enron: The Smartest Guys in the Room (Alex Gibney, 2005) – American capitalism at its best. An inspiring story, but they got caught, so I guess they were just not smart enough.

Sicko (Michael Moore, 2007). The joys of America’s Health-Care system.

Bonus: a Wall-Street special -
American Psycho (Mary Harron, 2000) – Christian Bale lives the investment bankers dream.

You forgot Moore’s “Roger & me”, it should be on the top of the list.
http://www.imdb.com/title/tt0098213/
And the original…Wall Street
http://www.popmodal.com/video/988/Warrior-Kid-Rock
My friend Shira also recommends the series “The Century of Self” (http://www.bbc.co.uk/bbcfour/documentaries/features/century_of_the_self.shtml).