Zappa and childhood friend Denny Walley talk about his early blues influences.

Another documentary from the Dutch station VPRO -- man, those guys must love him.

This one appears to be a 2007 doc called Frank Zappa: Pioneer of the Future of Music. At a glance I can't find any place to purchase it legally, which is a shame -- if you know of any, please let me know and I'll gladly link to the store.

Edit 2012-12-29: I've posted the entirety of the documentary.