Okay, so Adam Curtis does not incorporate the personal the way Chris Marker does. And he's not as funny as Mr. Moore, but his films are so full of ideas each one is a couple weeks worth of conversations. The guy also works archive footage like no other. It all started for us with THE POWER OF NIGHTMARES. It took forever for it to come to video here but now you can order it. And Netflix got it as of Aug 5th this year.
Or you can watch it courtesy of the Internet Archive: