I just watched a great film on that very subject, the Banksy documentary "Exit Through the Gift Shop" about the underground filmmaker Thierry Guetta (if you can call him that--film collector is more accurate) who turned his obsession for filming street artists into a career as a "street artist."  I wonder if people who film documentaries about artists aren't themselves aspiring to be the artist in the film.  Of course we can all agree that Jia Zhangke is already an accomplished "artist," in that the films he makes have an artistic quality to them.