The 'Behind The Wall' documentary is actually quite comprehensive and goes in depth some-what, with some interesting interviews. Rick even exposes through his dialogue body language that he is still bitter about the business of him being 'fired' during the Wall sessions.

Although it dosen't cover the story of the band from the beggining to the end of their journey, it does briefly focus on their earlier days and how the band had evolved, before it delves into the story of 'The Wall'. So I suppose it's as good as we can expect.