I was just reminded of this film called Los Angeles Plays Itself. The film is directed by Thom Andersen and explores the city of Los Angeles as it is played in film and popular media. The entire movie casts Los Angeles (in other movies) as Los Angeles itself, hence the title of the film.
I haven't seen the documentary yet but I'm keeping it in mind for the future, especially since it's available on YouTube for $3.99. Also, it has a rating of 95% on Rotten Tomatoes. That's kind of incredible.