The Best of Radiohead (2008)
Sure, as one review said, "this was shamefully released by [Radiohead's] former record label [Capitol Records] to capitalize on the band's success." But this compilation of music videos does showcase the evolution of the band's artistic vision and the genius of the directors with whom they have collaborated.
Radiohead: Meeting People Is Easy (1999)
Director Grant Gee takes us backstage and into the lives of the surprisingly (or unsurprisingly) normal musicians that make up Radiohead.