I like real-life stories with happy endings.
I don’t know if it counts as a TV documentary, but there’s one on Ernest Shackleton’s adventures in the Antarctic in 1914–1916, and the almost miraculous survival of his entire team (give or take a few dogs). A really incredible story.
IMDB
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The IMDB link is for the docudrama starring Liam Neeson, which I saw after seeing the original documentary (on IMAX, no less!)
Here is a link to the documentary: Shackleton’s Antarctic Adventure.