A Shenmue documentary is currently in the works by Adam Sipione. It tells the story of the games history, its fans, and how it impacted the gaming industry. For more information visit their Facebook page and follow them on Twitter.
James (Shengoro) gave me a notification on Facebook. This sounds interesting, definitely would like to see the finished product. Call me sadistic, but i'm more looking forward to seeing the parts where it failed to make a splash in the mainstream.