Perhaps not the “best” but certainly in my top 3 and a bit different than what everyone else shared. If you like art you need to watch it. You can get it free on Kanopy if you have a library card.
Discussion
This one is also good. Some people see a giant rock and ask how is this art? This documentary shows you the insane process it took to get it to the museum.
https://www.kanopy.com/en/product/levitated-mass-story-michael-heizers-monol