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Although documentaries contain primary sources, they are selecting, framing and interpreting them and so are typically not considered to be primary sources as a whole.
However, interviews unique to documentaries can be considered primary sources, but it is always a good idea to track down the original source of evidence (if possible) if you want to use it as a primary source in your research.
The USC Libraries have numerous documentaries available on DVD in Leavey Library. Here is a selection: