[1][2][3][4][5][6][7] Since 1992, he has produced and directed 36 documentaries on art, film, music, sports and literary figures, including Nick Nolte, Warren Oates, Ben Johnson, Harry Crews, Jerry Wexler, Tod Browning, John Ford, Hunter S. Thompson[8] and Sam Peckinpah.

Frequent collaborators include songwriters Donnie Fritts and Kris Kristofferson, actor Harry Dean Stanton, writer Stanley Booth, and critics FX Feeney, David Thomson, Leonard Maltin and Elvis Mitchell.

A work-in-progress print of Third Cowboy was screened at the 1996 Bergamo Film Meeting in Italy, which was attended by Thurman, Harry Carey Jr. and Ben Johnson.

Thurman then shifted from film history to music as he embarked upon a project documenting the life and career of Atlantic Records producer Jerry Wexler.

From New York City to New Orleans to Memphis and onto Muscle Shoals, he traced Wexler's work as one of the most influential, beloved and also feared figures in all of contemporary American music.

John Ford Goes to War, which documents the propaganda films made by the director for the Office of Strategic Services during World War II, features Peter Bogdanovich, Oliver Stone, F.X Feeney, Richard Schickel, Leonard Maltin, Dan Ford (the director's grandson) and a rare on-camera appearance by influential film critic and scholar Andrew Sarris.

In the November 6, 2005 edition of The Sunday Times of London, critic Bryan Appleyard wrote: "The second-best documentary I have seen recently was Sam Peckinpah's West: Legacy of a Hollywood Renegade.

The best documentary was Martin Scorsese's two-parter about Bob Dylan—in that archival material was sculpted by another great cinema artist into a superbly coherent and resonant story."

[8] Premiering at the 2006 Hollywood Film Festival, the documentary contained a who's who of Thompson family members, colleagues, friends, admirers and detractors, including Johnny Depp, Sean Penn, George McGovern, Tom Wolfe, William F. Buckley Jr., Gary Hart, and Nick Tosches.

The Boston Globe, in a December 12, 2006 review, was more kind, saying that Buy the Ticket "impressively delivers a strong sense of Thompson the man…" 2008 marked the release of Thurman's documentary Nick Nolte: No Exit, which premiered at the Karlovy Vary Film Festival.

In her January 6, 2010 column for USA Today, Whitney Matheson wrote that "Nick Nolte: No Exit is one of those movies that's destined to become a cult classic…" Other reviews were harsh, however.

"[9] In 2013,Thurman directed a documentary for Kentucky Television about Louisville native Wendy Whelan, a principal dancer with the New York City Ballet.