Image conscious artists rarely let cameras roam freely behind the scenes unless there are guarantees that anything released requires artist and/or management approval.  It's almost unthinkable that any but a handful of acts would permit the kind of footage that comprises the majority of new DVDs about a pair of Rock's most infleuntial and important acts to ever see the light of day.  Stones In Exile, the film that documents the Rolling Stones flight to Southern France to escape astronomical taxation in the UK and the recording sessions for Exile On Main Street, and When You're Strange, a movie that chronicles the rapid rise and tragic demise of the Doors, are both filled with the kind of scenes and dialog that publicists and agents have nightmares about. 
Jim Morrison has been dead nearly twice as long as he was alive and the collapse of the Doors was attributable to his downward spiral, so a movie as candid about what was going on during the turmoil at both ends of that saga is not as surprising as it is to have the Stones not only allow an equally if not more candid one about themselves - but actually participate and produce it!  Both movies are remarkable. 
Despite a surprisingly deadpan Johnny Depp narration, When Your're Strange captures the mayhem, tenderness and many of the other contradictions of Jim Morrison and making it easy to understand how difficult his increasingly dysfunctional state must have been for the band. Riveting concert and backstage scenes also capture the charisma he somehow maintained even as his life was unraveling.  The fact the band emerged from Southern California and that Morrison was a film student at UCLA accounts for why so much of the band's private time was caught on film.  When You're Strange also does a good job of  presenting the cultural and historical context of the period and relating it to what was happening in Morrison's head.
Stones In Exile lands you in the middle of the chaos that enveloped musicians, their lovers and surrounding cast of characters (some invited and some not) that showed up at Nellcote, the estate Keith Richards and Anita Pallenberg moved into on the French Riviera after leaving England.  Most of Exile On Mainstreet was recorded in the steamy, dingy basement of the otherwise luxurious villa overlooking the Mediterranean under conditions that make it amazing a record came out of the sessions at all, but also contributed to what made it such a landmark release.
As surprising as some of the comments and scenes Jagger, Richards and Charlie Watts (who share producing credit) elected to leave in the final cut are some of the far from flattering remarks about Mick and Keith and the madness of what was going on left in interviews from members Mick Taylor and Bill Wyman in bonus footage.
While there is a lot less film footage in Exile (some of it from the notorious Cocksucker Blues) than in the Doors movie, director Stephen Kijak and producer John Battsek manage to create the impression there is much more by applying some of the techniques Ken Burns pioneered that give the feel of live action to footage that relies on still photos.
Consider both of these movies gotta see films.