The oldest and best-known P2P site that specializes in documentaries is
www.MVgroup.org - which does bittorrent as well as usenet.
But you don't really even need 'index sites' for finding documentary films and TV shows posted on usenet. Virtually all (English language) documentaries get posted to these three news groups:
alt.binaries.documentaries
alt.binaries.multimedia.documentaries
alt.binaries.british.documentaries
which you can browse on binary search engines like
www.binsearch.info and NZBindex.nl or --if you know what you're doing-- download the headers for these groups in your newsreader.
There was an uploader (or perhaps group?) named Festering Leper who for several years was responsible for the vast majority of BBC/CBC documentaries posted on usenet, but sadly, had disappeared from the usenet scene, though some of his encodes are still floating around.