I would very highly recommend the 1993 documentary The Wonderful, Horrible Life of Leni Riefenstahl (Die Macht der Bilder: Leni Riefenstahl. It's a German documentary (commissioned by Riefenstahl herself) that deals with the complicated legacy of the artist and her relation not only to the Third Reich but to the broader cinematic and artistic community. While it comes in at a rather hefty three hour running time, the mix of interview material conducted with the 90 year old director herself along with original footage from both her early films and more famous propaganda work creates an extremely detailed perspective on her life. While she stresses that her work was merely artistic (and her immense technical and artistic contributions to cinematography and film editing are undeniable), the documentary presents a balanced portrayal that largely leaves moral determinations about Riefenstahl up to the viewer.

EDIT: Found a full version online.