(EDIT): As of 2005, this was my introduction to Herzog, and a fitting one. As a documentary I watched by him about a 16th century composer, it was captivating, strange, and of a certain macabre style that is probably in much of Herzog's work. I'd heard of his films Aguirre, the Wrath of God, and Fitzcerraldo, both with stories that boggle the mind with their approach on life and dark subject matter (he's also worked with Klaus Kinski, a rather eccentric actor, if one can point out as such).
This film, Gesualdo, puts focus on the 16th century composer in a fashion like Godard did with the Rolling Stones in Sympathy for the Devil. Half of the film is just music playing, giving an idea of what the musicians had to do. The other half skims the line between fiction and documentary, as the director sets up staged scenes to add to the deliberate atmosphere. It's still a documentary, but only in that you see it in the documentary style- some of this is scripted (likely).
The story of Gesualdo in and of itself could have made for a terrifying, awesome bio-pic from Herzog, but hearing the history anyway is fascinating enough. The composer of concertos was a Don in Italy, who in between composing his strange harmonies killed his first wife and child, and lived in exile for many years, including the last few of his life. There is the usual scholarly type who gives information about his life, but then there are also local historians, locals of the area, chefs, caretakers, and the buildings where he once lived and held his grand, renaissance-era parties and gatherings. The climax of the film- a celebration out in the streets, is something to see. It's not a long film at one hour, but it's worth the view.