One of my favorites is Cecil Taylor à Paris: De l'autre côté du chemin de fer (mislabeled Les grandes répetitions 1968 on Youtube). This was one of five documentaries on contemporary music, under the title of Les grande répétitions, that were filmed for French TV in 1965 and 1966, and as the video shows, it was directed by Luc Ferrari and S. G. Patris, and produced by the great electronic musician Pierre Schaeffer. The short film features Taylor in several poetic, revelatory exchanges about his music and life, including some clever, controversial mythmaking by Taylor, bizarre clips by the filmmakers, and vibrant performances by Taylor's quartet, with Jimmy Lyons on saxophone, Alan Silva (misnamed Ron Silva in the credits) on bass, and Andrew Cyrille on drums.
Ferrari and Patris filmed the documentary shortly after Taylor had completed recording one of his greatest albums (and one of my favorites), Student Studies (The Great Paris Concert), and he and his combo are in exceptional form. Taylor's assured, percussive playing is especially thrilling, and it's clear that the excitement of the groove extends to all members of the combo, who rock the walls of their set in a room in the Place des Vosges, in Paris's Marais district. I would have embedded the video but the original poster has removed that option, so please click on the title above to see the video, and here are some screen caps of Cecil Taylor and the film. Enjoy!