While Netflix and Hulu are often battling for the documentary streamer (see Fyre Festival), it seems to be the case that Netflix has an advantage when it comes to cult and religious documentaries. That said, the original documentary player, HBO, has a handful of really good religious and cult documentaries. Here they are:
Going Clear: Scientology & the Prison of Belief – 8.9 IMDb rating
Mea Maxima Culpa: Silence in the House of God – 8.0 IMDb rating
The Way Down: God, Greed and the Cult of Gwen Shamblin – 7.2 IMDb rating
Heaven’s Gate: The Cult of Cults – 7.2 IMDb rating
The Vow: The NXIVM Documentary – 7.1 IMDb rating
God Is the Bigger Elvis – 7.0 IMDb rating