The Haunted World of Edward D. Wood, Jr. isn't a particularly good documentary. Aesthetically, it's lackluster and cheap looking, the people in it go off on tangents which make it very unfocused and in-cohesive, but this adds to it's charm. I say this because it's a documentary about an oddball that made oddball pictures and surrounded himself with fellow oddballs and, as such, there's really no other way to document the life and career of the man and his crew of misfits. There are some glimpses of insight into both the genius and the ineptness of Wood, and the portrayal of both qualities is a credit to the genuineness of the documentary. Overall, it's worth a watch for the Wood fan and those of cinema in general, but don't expect brilliance here. Expect a documentary made after Wood's own heart.
