The felicitously named Penny Lane might be documentary film’s most compellingly cockamamie social historian. In 2013, she made her feature debut with “Our Nixon,” compiled almost entirely of Super-8 home movies taken by members of the eponymous president’s staff during their years in the White House. Her next foray was “Nuts!,” which chronicled the bizarre tale of a medical entrepreneur who parlayed a potion made from goat testicles into a far-reaching radio empire. In both films, what began as quirky slices of hitherto unseen American life became brilliant disquisitions on the contours of power and popular culture.