So come to think of it, more disturbing is some of the Vice documentaries.
And by golly, looking it up, so was your Issei Sagawa.
But this kinda fucked with my head for a day (which is rare):
The Cannibal Warlords of Liberia (Full Length Documentary)
Also Richard Kuklinski, mob hitman, The Iceman Interviews
Not a documentary so I'll spoiler it: