Making documentaries isn't as easy as some people in ufology seem to think it is - if it was, everyone would be doing it. There is a methodology to it, and a skill set that is required.
On the other hand, it's not rocket science, either.
One doesn't need a degree from a film school to make documentaries (you can hire these people, of course, to work on your film, in the same way that you hire an accountant to do your taxes). A degree in history is an asset, or some other social sciences discipline that teaches you how to weigh the facts, interview people, and construct a narrative.
Filmmaking is, after all, about telling stories.
The best book out there, in my view, for anyone who is considering trying their hand at independent documentary making, is Making Documentary Films and Reality Videos (New York: Henry Holt and Company, 1997 - pictured below), by Barry Hampe. It covers all the steps in documentary making, from concept to completion, with chapters on visual evidence, documentary ethics, budgeting, crew, editing the film, and equipment (this section is a bit dated, given the proliferation of DV camera technology since 1997, when the book was written), interviewing techniques, and so on.
My favourite line from the book:
"Truth is stranger than fiction, because fiction is bound by rules, whereas truth rests on the chaos of reality."