FYI
Found this info. Considering the track record of documentaries, Dylan's claims would all be record shattering if they were true.
A few obvious points. Only 3 of the documentaries in the top 100 opened in more than 500 theaters. All three combined opened in less than 3000. The vast majority of the films opened on less than 10 screens and never expanded beyond that. Only 70 of the top 417 documentaries in history made over 1 million. Only 13 made over 5 million. 3 of those belong to Moore.
Rank/Title/Studio Lifetime Gross/Theaters/Opening/Opening Theaters/Date
1 Fahrenheit 9/11 Lions $119,194,771 2,011 $23,920,637 868 6/23/04
2 March of the Penguins WIP $77,437,223 2,506 $137,492 4 6/24/05
3 An Inconvenient Truth ParC $24,146,161 587 $281,330 4 5/24/06
4 Bowling for Columbine UA $21,576,018 248 $209,148 8 10/11/02
5 Madonna: Truth or Dare Mira. $15,012,935 652 $543,250 51 5/10/91
6 Winged Migration SPC $11,689,053 202 $33,128 1 4/18/03
7 Super Size Me IDP $11,536,423 230 $516,641 41 5/7/04
8 Mad Hot Ballroom ParC $8,117,961 202 $45,348 2 5/13/05
9 Hoop Dreams FL $7,830,611 262 $18,396 3 10/14/94
10 Tupac: Resurrection Par. $7,718,961 804 $4,632,847 801 11/14/03
11 Roger and Me WB $6,706,368 265 $80,253 4 12/22/89
12 The Aristocrats Think $6,377,461 234 $243,796 4 7/29/05
13 Spellbound Think $5,728,581 117 $17,508 1 4/30/03
14 Touching the Void IFC $4,593,598 137 $96,973 5 1/23/04
15 The Fog of War SPC $4,198,566 261 $41,449 3 12/19/03
16 Enron: The Smartest Guys in the Room Magn. $4,071,700 151 $76,639 3 4/22/05
17 Paris is Burning Mira. $3,779,620 91 $310,127 23 8/9/91
18 Imagine: John Lennon WB $3,753,977 561 $1,412,213 561 10/7/88
19 Step Into Liquid Art. $3,681,803 91 $135,985 5 8/8/03
20 Born Into Brothels Think $3,515,061 127 $14,605 1 12/8/04
21 The Corporation Zeit. $3,493,516 28 $28,671 2 6/4/04
22 Rize Lions $3,336,391 352 $1,574,787 352 6/24/05
23 Grizzly Man Lions $3,178,403 105 $269,131 29 8/12/05
24 Wordplay IFC $3,121,270 154 $32,847 2 6/16/06
25 Capturing the Friedmans Magn. $3,119,113 78 $65,154 3 5/30/03
26 The Wild Parrots of Telegraph Hill Shad. $3,058,527 67 $36,731 5 2/9/05
27 Crumb Sony $3,041,083 56 $19,859 1 4/21/95
28 Unzipped Mira. $2,875,086 119 $71,275 2 8/4/95
29 When We Were Kings Gram. $2,789,985 92 $12,479 2 10/25/96
30 Comedian Mira. $2,751,988 244 $60,224 4 10/11/02
31 My Architect NYer $2,750,707 39 $37,929 2 11/12/03
32 Freeriders WM $2,750,064 30 $264,548 11 10/20/98
33 Control Room Magn. $2,589,616 74 $27,125 1 5/21/04
34 The Endurance: Shackleton's Antarctic Adventure Cow. $2,453,083 40 $18,931 3 10/5/01
35 Snowriders 2 WM $2,287,639 - n/a - 10/15/97
36 A Brief History of Time Trit $2,279,692 45 $84,025 5 8/21/92
37 Riding Giants SPC $2,276,368 64 $134,400 26 7/9/04
38 Rivers and Tides Roxie $2,200,276 15 $12,256 1 6/26/02
39 The Endless Summer II NL $2,155,385 302 $657,292 302 6/3/94
40 Snowriders WM $2,068,490 - n/a - 10/16/96
41 Beyond the Mat Lions $2,053,648 298 $9,532 1 10/22/99
42 Endless Winter WM $1,966,454 - n/a - 10/20/95
43 Vertical Reality WM $1,951,429 - n/a - 10/19/94
44 The Story of the Weeping Camel Think $1,763,052 55 $21,767 2 6/4/04
45 Koyaanisqatsi IsAl $1,723,872 - n/a - 4/27/83
46 Life & Times of Hank Greenberg Cow. $1,712,385 31 $21,675 1 1/12/00
47 Who Killed the Electric Car? SPC $1,678,874 74 $45,138 8 6/28/06
48 Black Diamond Rush WM $1,634,386 47 $161,115 11 10/12/93
49 Rhyme & Reason Mira. $1,608,277 280 $853,589 280 3/7/97
50 Vincent: The Life and Death of Vincent Van Gogh Roxie $1,577,480 16 $4,632 1 8/19/88
51 Murderball Think $1,531,154 97 $57,286 8 7/8/05
52 Why We Fight SPC $1,439,972 64 $53,571 6 1/20/06
53 The Kid Stays in the Picture Focus $1,439,232 56 $89,087 4 7/26/02
54 Microcosmos Mira. $1,433,210 43 $35,189 2 10/9/96
55 Looking for Richard FoxS $1,408,575 81 $33,843 2 10/11/96
56 The Celluloid Closet SPC $1,400,591 38 $95,047 9 3/15/96
57 Hearts of Darkness Trit $1,318,449 28 $42,992 4 11/27/91
58 Anne Frank Remembered SPC $1,310,200 31 $26,697 4 2/23/96
59 Brother's Keeper CThnk $1,305,915 15 $10,758 1 9/9/92
60 Dogtown and Z-Boys SPC $1,300,682 70 $103,355 20 4/26/02
61 Startup.com Art. $1,283,356 35 $16,118 1 5/11/01
62 Metallica: Some Kind of Monster IFC $1,222,708 147 $46,359 3 7/9/04
63 The Thin Blue Line Mira. $1,209,846 23 $17,814 1 8/26/88
64 Shut Up and Sing Wein. $1,208,150 84 $50,103 4 10/27/06
65 Festival Express Think $1,174,079 43 $12,074 1 7/23/04
66 American Movie SPC $1,165,795 29 $20,260 2 11/5/99
67 Paper Clips Slow $1,121,744 43 $25,535 5 11/24/04
68 The U.S. Vs. John Lennon LGF $1,109,146 65 $69,143 6 9/15/06
69 Leonard Cohen I'm Your Man LGF $1,044,254 55 $17,130 1 6/21/06
70 The Eyes of Tammy Faye Lions $1,029,591 51 $46,111 9 7/21/00
71 35 Up Gold. $922,872 21 $13,690 1 1/15/92
72 The War Room Oct. $901,668 21 $15,264 1 11/3/93
73 Jesus Camp Magn. $885,182 52 $17,659 13 9/15/06
74 Fast, Cheap and Out of Control SPC $878,960 40 $23,665 2 10/3/97
75 Marlene Aliv $852,676 6 $14,490 1 11/7/86
76 Ballets Russes Zeit. $815,848 21 $12,230 1 10/26/05
77 Visions of Light Kino $799,856 13 $27,761 2 2/24/93
78 Trembling Before G-d NYer $788,896 8 $21,410 1 10/24/01
79 To Be and to Have NYer $777,129 14 $20,528 3 9/19/03
80 Listen Up: The Lives of Quincy Jones WB $776,699 111 $99,740 26 10/5/90
81 The Girl Next Door (2000) Indic. $771,712 5 $25,807 5 4/14/00
82 For All Mankind Apol. $770,132 9 $33,777 6 11/1/89
83 First Descent Uni. $750,805 243 $438,615 243 12/2/05
84 Lost in La Mancha IFC $732,393 24 $63,303 8 1/31/03
85 The Big One Mira. $720,074 53 $146,909 33 4/10/98
86 Inside Deep Throat Uni. $691,880 27 $88,709 12 2/11/05
87 Wigstock: The Movie Gold. $686,152 30 $35,563 3 6/9/95
88 Kurt and Courtney Roxie $668,228 12 $16,835 1 2/27/98
89 Dust to Glory IFC $640,013 80 $15,757 2 4/1/05
90 Pumping Iron 2: The Women Cinc $628,050 - n/a - 5/3/85
91 Going Upriver: The Long War of John Kerry Think $614,138 163 $279,219 163 10/1/04
92 The Filth and the Fury FL $612,192 29 $13,305 1 3/29/00
93 Gunner Palace Palm $607,844 56 $63,520 8 3/4/05
94 Road Scholar Gold. $597,564 16 $8,635 1 7/16/93
95 Tarnation Wells $592,014 22 $12,740 1 10/6/04
96 Powaqqatsi Can. $589,244 22 $27,899 1 4/29/88
97 Tibet: Cry of the Snow Lion AL $578,241 15 $9,482 1 9/19/03
98 The Weather Underground Shad. $564,632 14 $13,984 1 6/4/03
99 Hands on a Hard Body Prov. $563,482 6 $7,607 1 7/10/98
100 Incident at Oglala Mira. $536,848 12 $19,070 3 5/8/92
http://www.boxofficemojo.com/genres/chart/?id=documentary.htm
The webpage is easier to read. Forgive my inability to properly post it here