Going off topic slightly - from time to time BBC4 show an excellent James Ellroy feature-length documentary called
Feast of Death and it's well worth catching, as is the superb 2010 documentary
William S. Burroughs: A Man Within. There's a good Hunter Thompson doc on DVD called
Gonzo, the life and Work of Dr. Hunter S. Thompson, and over
here you can watch a very good Arena doc from 1991 entitled
Shanghai Jim about JG Ballard and his return to China...