Documentaries draw their stories from the vérité of the situations the camera finds itself in. There are no painted sets, no scripted dialogue (except narration, if such must be used), no stunt women in cat suits.
Nevertheless, the best documentaries tell a story with the dramatic skill of a screenplay. They have well-developed fascinating characters, a story arc, and great cinematography.
Some documentaries I've worked on:
Independent documentary profile of an artist
Documentary-style fund-raising video (Emmy nominated)
Profile of work of the Episcopal Relief Fund around the world
Lives helped by investment in jobs