Investigative Non-fiction about bizarre topics or weird events in history

I love watching documentaries that lead you down deep rabbit holes about aspects of the world you never knew existed. The one that always come to mind for me is Tickled, which is about a reporter investigating a tickling fetish content production ring, which becomes increasingly bizarre and a bit dark.

I'm looking for something that focuses on a weird premise and digs deeper and deeper into something that I couldn't have made up. I'm alright with it focusing on dark or sexual topics, but preferably nothing that'll chew up and spit out my soul.