Hey There,

I think really its more about the target you want to reach for the documentary. Social platforms are great because they do provide the targeting options. Personally, I would try promoting to your intended demographic via Facebook, and Twitter.

Try making sure that you target people that align with interest in comedians, arts, documentaries etc. Narrow down your demographic as much as possible. This will help to ensure that you get people that will actually want to fund your campaigns vs. wasting ad dollars on showing impressions to people that wont click.

I would start with advertising on Facebook, and then eventually move to Twitter ads. It's a great place to start for paid advertising.