Originally a DVD extra, "Assembling a Universe" now appears on Disney Plus in the documentary section, which is, if I'm honest a little bit of a stretch - but it does go into the creation of the first phase of the Marvel Cinematic Universe and does have a few interviews with the key figures.
Starting with "Ironman" in 2008, Marvel's risky decision to stop leasing out their iconic characters to other studios and instead make the movies themselves has paid off in a big way. Their masterstroke though was to set all the movies in one shared universe, allowing for characters to continually cross into each other's stories leading to "Avengers Assemble" their major crossover movie. Their success with the "B-Team" characters allowed not only for riskier and more varied projects going forward, but also for the big players to return home.
Again, it's not really a structured regimented documentary, it's a 40 minute recap / advert for their projects with some teasers for "The Winters Soldier", "Guardians of the Galaxy" and particularly for the new "Agents of SHIELD" show, that it felt at the time might prove to be more important than really it was allowed to be. There are interviews with the stars and directors of the various films, thought I suspect they were actually recorded for the DVD's of the films themselves. There's also interviews with Kevin Feige about his visions for the overall storyline of the universe and how their carefully seeded things in the direction of the Infinity stones and Thanos from an early point.
It's a little dated now and, as I say, more an advert than a true documentary, but as a time capsule curio it was reasonable interesting.