During one of the countless, often boneheaded interviews Sally Ride endured about her pioneering role in the United States space program, she schools a reporter on how to address her. “It’s Dr. Ride or Sally, but not Miss,” she says, flashing a smile that softened the lecture and much of director Cristina Costantini’s absorbing documentary the first American woman to go into space.

Throughout “Sally,” Costantini (“Science Fair”) leans into Ride’s face — the smile, the blue eyes, the moments of pensive regard — by closing in on archival images. Sometimes, she creates a palpable presence by linking footage with audio from interviews Ride gave during her lifetime.

In 1978, Ride was among the first women to enter NASA’s space program. Her groundbreaking compatriots were Judith Resnik, Anna Fisher, Shannon Lucid, Margaret Seddon and Kathryn Sullivan. Fisher and Sullivan appear here with stories that illuminate the era, but also...