FourDocs is the online documentary channel from Channel 4 in Great Britain. As part of its mission, FourDocs devotes a a portion of the site to documentary video training. I spend quite a bit of time looking at free video training resources and this is among the best.
One could easily spend hours working through the wide range of online tutorials there. They cover the gamut; from planning to budget to documentary film history, with plenty of technical tutorials on directing, shooting, and editing.
Although there are many of technical tutorials available online, FourDocs takes great care to wed technique to storytelling. Check it out.