I have "Weeping Camel" in my movie collection, but a lot of kids (and adults) lose interest after first 20 min or so... I love it, and attempted to show it to my nieces, but it's too long for them. Life of little Mongolian kids was really beautifully shown (although main story is their love of animals - camels in this story).
I recently rented DVD from Netflix with 2 movies that are great for kids: "The Red Ballon/White Mane"
http://www.janusfilms.com/redandwhite/index.html
My nieces enjoyed both movies (they are not documentaries, but you can check out online reviews and decide if they work for you).
Enjoy!