If you only have a bit of time, start with Part III, in case you held any doubts that the Bush administration took its eye off al Qaeda in Afghanistan as they refocused on invading Iraq. Several gravelly CIA types (some of whom were on the ground in Afghanistan) come forward to make clear that they feel they had al Qaeda hemmed in in the winter of 2001–2002, but they did not get the resources they needed—and asked for—to snap its neck.
There’s also a lengthy workup describing the mishandling of intelligence before the Iraq war. There’s not much new material on that topic, but the documentary is a good synopsis of what we now know. The whole documentary is riveting stuff, well worth a watch.