If you don't mind watching a few ads, there are a ton of amazing music documentaries on YouTube that you can see for free. Here's a small sample of the titles available along with their descriptions. Click on the title to go to the video.  

The Last Waltz

"On Thanksgiving Day, 1976, The Band gave its farewell concert at Winterland in San Francisco. On hand to help say goodbye to this influential rock group were some of the most acclaimed musicians of the late 1960s and '70s. This film is not only a vibrant documentary of that historic evening, but also a commentary on the rock world at the time. Most of the picture is concert footage of The Band and their guest performers -- highlighted by interviews with members of the group, who eloquently articulate their personal involvement in the history of rock and roll."

The Wrecking Crew

"Music lovers will be astonished at the influence The Wrecking Crew wielded over rock and pop music in the 1960s and early 1970s. These unsung instrumentalists were the de-facto backing band on hit records by The Beach Boys, Phil Spector, Frank Sinatra, Nancy Sinatra, Sonny & Cher, Elvis, The Monkees and many more. These dedicated musicians brought the flair and musicianship that made the American “West Coast Sound” a dominant cultural force around the world."

The Kids Are Alright - The Who

"From the early black and white days to their colourful hedonistic era, you will Rock! See them at their most creative, and destructive, and experience The Who: Here!"

Who Is Harry Nilsson (And Why Is Everybody Talkin' About Him?)

"In this definitive documentary on the Grammy award winning music legend Harry Nilsson, friends, family and colleagues delve into the acclaimed singer-songwriter's music, creative process and personal demons."

Creating Woodstock

"For three days in August 1969, nearly a half-million young people descended upon Max Yasgur's farm in upstate New York for the rock'n'roll event that defined a generation."

Woodstock: 3 Days That Changed Everything

"Even now Woodstock has deep, lasting meaning. Its mix of music, culture and idealism resonates across the years. It gave youth a voice, changing the music business and social movements forever. Its legacy is strong half a century later. Get inside the story with host Mark Goodman, Ritchie Havens, Arlo Guthrie, John Sebastian, organizer Michael Lang, and Woodstock historian Wade Lawrence."

Monterey Pop

"A film about the greatest pre-Woodstock rock music festival."

Herb Alpert Is...

"Herb Alpert, legendary musician, artist and philanthropist has sold more than 72 million albums - 29 of them gold or platinum - outsold The Beatles in 1966 and co-founded A&M Records, the most successful independent record company in history. Herb Alpert Is..., directed by John Scheinfeld, looks at Herb's extraordinary life with rare footage and interviews with colleagues like Sting and Questlove."

AKA Doc Pomus

"Paralyzed with polio as a child, Brooklyn-born Jerome Felder reinvented himself first as a blues singer, renaming himself Doc Pomus, then emerged as a one of the most brilliant songwriters of the early rock and roll era, writing 'Save the Last Dance for Me,' 'This Magic Moment,' 'A Teenager in Love,' 'Viva Las Vegas,' and dozens of other hits. For most of his life Doc was confined to crutches and a wheelchair, but he lived more during his sixty-five years than others could experience in several lifetimes. AKA Doc Pomus brings to life Doc's joyous, romantic, heartbreaking, and extraordinarily eventful journey."

And that's just a short list. There's a lot more to explore gratis on the site.