A profound example of a mockumentary
on TV in Britain in 1996 - a series of 6 documentaries covering such topics as Drugs (featuring a bogus drug called Cake), Good Science/Bad Science (featuring an appeal to protect people from "heavy" electricity falling out of overhead wires and squashing people!) and one special mocking the media frenzy surrounding paedophile
stories. They are available on DVD and video and are totally worth a look.
Just like Bill Clinton said "I smoked marijuana
but i did not inhale" the host of Brass Eye, Chris Morris said "I took ecstasy once, but i didn't swallow it!"
A show or film which parodies a "serious" documentary.
Movie examples include Spinal Tap, Drop Dead Gorgeous, The Specials (starring Rob Lowe, very underrated). One profound example on TV in Britain that nobody has mentioned is "Brass Eye" - a series of 6 documentaries and one special. They are available on DVD and video and are totally worth a look.