Seems no-one has suggested How to Survive a Plague. It's a documentary about the AIDS crisis, or more specifically the fact that the US government didn't give a fuck about HIV (let all the fags die, they're just getting what's coming to them), so gay rights organisations basically had to take matters into their own hands. It's an account of the protest actions they committed (some of which are pretty radical/hilarious), as well as just a narrative of the course of the crisis and the toll it took on the community. There's a lot of original, camcorder-type footage, plus interviews with long-term survivors.
Thing is it's not a "depressing" documentary at all, despite the subject matter. It's about a marginalised group of people whom the authorities don't give a fuck about coming together, organising, standing up to authority and demanding their fair treatment. In the process, the community becomes closer and ever-more defiant. And in the end, they win.
It's an uplifting documentary about horrid subject matter, and a testament to the heroism and solidarity of this marginalised community in the face of this horror.