Paul Reubens knew he was dying, and the director didn’t, as they were making “Pee-wee as Himself,” an extraordinary documentary that pulls back the curtain on the man known to the world as Pee-wee Herman. While the HBO two-part project is in ways unique, it also represents what might be called the Celebrity Exit Interview, where public figures take control of their stories while there’s still time to do so.
Through that lens, “Pee-wee as Himself” joins a small but rich roster of relatively recent documentaries, including “Val,” Amazon’s 2021 look at Val Kilmer, who died earlier this year after battling throat cancer; and “Still: A Michael J.