Not having seen much of the International Documentary Festival Amsterdam - except the morbid mafia of 'Necrobusiness' - luckily documentaries increasingly embrace the web, in a variety of hybrid forms...
'Gaza Sderot' (2008), subtitled 'Life in spite of everything', is an ambitious web doc portraying the daily life of twelve people in Gaza (Palestine) and Sderot (Israel), from October 26 to two days ago. The state of the art website, by Upian, let's you browse scenes by time, place, people and topics -- all the while visually emphasizing the border cutting through the two places.
A more interactive example is 'Thanatorama' (2007), in which "you are the dead hero of the story". Composed of photographs and voice-over narration (in French with English subtitles), it presents an irreverent behind the scenes look at the funerary world.
Another web doc that borrows from adventure games is 'Journey to the End of Coal' (2008), a grimy investigation into China's coal mines in which you are the journalist exploring the post-apocalyptic Shanxi region, trying to talk to miners while avoiding the friendly officials who want to send you back to Beijing.
See also the new IDFA section Doclab, "investigating the relationship between new media and documentary". With a focus on data visualization, they collected some classic examples, including Gapminder, Flight Patterns and The Dumpster.