The film "Gimme Shelter" is a musical documentary.
1. "Gimme Shelter" is a documentary film that follows the Rolling Stones on their 1969 U.S. tour, culminating in the disastrous Altamont Free Concert.
2. The film captures the behind-the-scenes moments, performances, and the tragic events that occurred during the concert, making it a documentary with musical elements.
3. Unlike traditional movie musicals where characters burst into song and dance to drive the storyline, a musical documentary uses music to enhance the storytelling of real events or a particular subject matter.
Therefore, out of the options provided, "Gimme Shelter" is the film that fits the description of a musical documentary.