I'll tell you about a movie I used to really like just now. I haven't watched it in a while so I can't be sure how well made it is, although I remember it being very good, but the subject of it is definitely really interesting.
http://www.imdb.com/title/tt0235327/Parts of it are really depressing. I used to be obsessed with idea of living underground, which is how I found this movie, but this isn't about some intentional underground community or whatever, it's a documentary about a bunch of homeless people who found the abandoned subway tunnels in New York and started living there because it was quiet and they could have their own space.
Some english guy (Marc Singer) came over to new york and wanted to make a film about this so he rented out some equipment and went down to the tunnels and stayed with them for either a few weeks or months (i can't remember), and just filmed various things that happened. There is a narrative which emerges in it, but it's incidental to the filming.
I couldn't find a trailer quickly, but here is a youtube clip of the first ten minutes. It gives you an idea of the film.
There is probably alot to say about this but I just can't remember it as well as I'd like to talk about it. I think I might watch it again.