Mostly they conform to the conventions of popular fiction. There's a hero. He has a point of view. Evidence is presented that leads to an inescapable conclusion. Think of Farenheit 9/11. Not much room for subtle ambiguity there.
And then there's Capturing the Friedmans.
A man is identified as a paedophile. The community panics. Children, pressured by parents and police, "remember" taking part in sex orgies orchestrated by the man and his 18 year old son. The man is clearly guilty- but of what exactly? His son may be guilty, may be innocent, may be a victim himself, but his behaviour is so erratic- he protests his innocence, then confesses to the judge, weeping real tears, then goofs off for the camera on the court house steps- that you wind up not having a clue. Witnesses routinely contradict one another. One victim graphically describes his abuse, another admits to having told the police what they wanted to hear. A police officer talks about finding stacks of kiddie-porn on open display in the man's house and as she speaks we're shown a montage of police photographs, taken at the time of the search, which proves there was nothing there to find.
The movie has no hero. The nearest thing to a point-of-view character is the oldest brother, tireless champion of the family name. A conventional documentary might have shaped the material so we empathised with his suffering and admired his tenacity. But we are denied that comfort. The man is shouty and scary and a confirmed misogynist who decides early on that it's all his mother's fault.
Capturing The Friedman's gives us human mess. The more it tells us the less we understand. It destroys our faith in the talking head.
I shall never trust a documentary again.