Indie Game: The Movie
Indie Game: The Movie covers several independent game developers. Things have changed a lot since this movie - the primary market they focus on is the Xbox 360 Arcade Market. Today things are a lot more complex, with Steam and the various mobile app stores now dominating in a way that the new Xbox One market hasn't.
My favorite movies capture the emotional aspects, and Indie Game does a great job of capturing the hopes & despair of working as an independent.