Some Call Them… Freaks was a 1981 documentary that they ran on HBO (I think starting in 1982). I am not sure when I saw it the first time, but I found it especially intriguing. Hosted by Richard Kiley, it offers insight in a more sensitive way to the subject of what people referred to as “freaks”. Filled with pictures, footage, reenactments and interviews, it is still really enjoyable to watch.
It is not available on DVD, but several people have uploaded the special in multiple parts on the web. Enjoy.
That dance scene at the end makes me a little emotional.