I've seen this documentary and I actually liked it. I've also seen "Beyond the Myth" mentioned above.

Another one I liked was "The Tiger Next Door"

Yes these are bias, but I'm a firm believer that there should be some sort of restrictions on who owns these animals. You shouldn't be able to get a tiger on a whim. If you want to own an exotic pet then make sure you have the ability to care for it properly. "The Elephant in the Living Room" is a sad situation, that didn't turn out good for really anyone. Unfortunately it's the animals that end up suffering.

Like someone else mentioned, a lot of people who own these animals shouldn't. Heck there have been cases of people owning tigers and hyenas in apartments. This is not adequate in anyway.

I use to work at a petstore in the reptile department. I lost count of how many people came in and wanted a snake(usually ball python) because it was "cool". They were not interested in any sort of research and some where even scared to handle the snake but they wanted to be cool and get it anyway. Just left a bad taste in my mouth.