This is a chapter which Erik Knudsen contributed to the book, Rethinking Documentary, published by the Open University Press (2008). The chapter, ‘Transcendental Realism in Documentary’, explores a different approach to thinking of and using film narrative in an effort to portray and elicit our more transcendent feelings and relationships to actuality and the factual. It looks at how the documentary can engage with not just empirical observations and the psychologically explicable, but how documentary can also explore more transcendent realities, which are usually as important as the empirically factual in affecting people’s lives.