Nanook of the North by Robert Flaherty in 1922 is considered the first documentary in history, and it contributed heavily to the development of visual anthropology and video ethnography. It depicts the rigors of life in the Canadian Arctic by following a single family, Nanook, his wives, and his children as they hunt, fish, and live a traditional inuit lifestyle.
BUT in fact, the man's name was not actually Nanook, his "wives" were actually Robert Flaherty's, and the lifestyle that is depicted is either inaccurate (Nanook wears polar bear trousers, something that no one wore) or it is staged. Walrus and seal huntings were staged with camera tricks, a special igloo was made to accommodate Flaherty's camera, and the famous scene where Nanook is astounded by a western grammaphone was entirely scripted, to make Nanook appear like a simple-minded primitive, isolated from all technology. In fact, the actor was not ignorant of grammaphones at all.
Despite all the problems with the film, it was still extremely innovative for its time in film techniques like montage and perspective, and the influence of the character of Nanook has had a large impact on both western and native ideas about traditional life in the arctic.
source: Nanook Revisited, another film made later on that returns to the community where the original film was made.
You know, I wrote out this huge thing about early cinema (earlier than the period you're asking about), convinced that amateur filmmaking wasn't really a thing until later, after the use of safety film became widespread (the nitrate film that was in use in the early 20th century was highly flammable and had to be handled and stored with care) and equipment costs fell. And then I found a magazine called 'Amateur Movie Makers' that began publication in 1926. Shows what I know. Anyway, here's the first volume at archive.org for you to peruse, but other issues are also available. A lot of the topics seem focused on the technical aspects of filmmaking, but this first volume seems to have a lot of information regarding the filming of documentary footage while a later volume has more content on story and scenario. There are also plenty of ads present, so you can see what kind of equipment was available. None of this is to say that amateur filmmaking wasn't out of reach for most people at the time this magazine began publication, but it does show that 1) it existed, and 2) there was sufficient interest to sustain a regularly published magazine. It looks like you might be able to find even more if you go to that last link and search for "amateur," then limit your search to only include up through 1929 (limiting to 1925 led me to this issue of Motion Picture News that has an article on amateur projectors. Again, not talking about the content of the films, but I think it's interesting anyway. Thanks for asking this question, I'm really excited to read more about it.
But here's what I was originally going to say:
This is a really interesting question and I wish I knew more about it, but I can give a little background on early film.
The very earliest films (we're talking late 19th century here) are all what were called "actualities," essentially raw documentary footage of real life. Wikipedia has the best definition I could find:
The actuality film is a non-fiction film genre that like the documentary film uses footage of real events, places, and things, yet unlike the documentary is not structured into a larger argument, picture of the phenomenon or coherent whole.
The earliest film in existence, the Roundhay Garden Scene, is from 1888 and is just a video of some people walking in a garden. Other examples are La Sortie des Usines Lumière à Lyon (Workers Leaving The Lumière Factory in Lyon) from 1895 (this one is the first movie ever exhibited, by the Lumière Brothers in France) and footage of the wreckage left by the Galveston Hurricane in 1900 (shot for Thomas Edison Films by an assistant). Later examples are footage of Leo Tolstoy from 1908 and of Mark Twain from 1909.
Actualities were super popular for a while (I mean, the novelty of moving pictures alone was huge), but more narrative forms gained traction really quickly. Very early on Georges Méliès, a stage magician by trade who started working in film after attending the Lumière Brothers' first screening in Paris, accidentally figured out how to execute trick photography with multiple exposures of the film (see The Lady Vanishes from 1896). He also experimented with hand-painting his film to create early color movies (see A Trip to the Moon from 1902).
But that's perhaps getting off track. Things people would film:
Obviously all of this is about film well before the dates you're asking about, and I do apologize that I can't help you more specifically. One problem I think your question poses for me is who exactly might be considered an 'amateur filmmaker' during that time period? In the late 1800s I think everyone who worked with film could be considered an amateur, hobbyists who had other work, but loved experimenting with film for one reason or another (the Lumière Brothers worked with their photographer father, so the technical aspect of creating the equipment dovetailed nicely with their training; Georges Méliès was an illusionist, so his interest was more with the possibilities of the medium and not so much with the development of equipment). By the time period you're asking about there was definitely a film industry and film studios that resemble the studios we have today though, so there's a professional class that can be distinguished from hobbyists. I'm just very unsure of how wide-spread filmmaking was outside of those who were trying to do it professionally. Or is it just that their films didn't survive? The nitrate film stock that was being used was highly flammable and was difficult to handle and store safely, which prevented much non-professional use. (I mean, Theda Bara was one of the biggest stars of the silent era and made over 40 films between 1914 and 1926, and of those only five still exist in their entirety because of a warehouse fire.)
You might be interested in "Saved from the Flames," a collection of short films thought to be lost which was put out by Flicker Alley a few years ago. I haven't watched all of them, but here's a great early experiment with synchronized sound from 1907 that's got a great backstory (they had a silent film of a man singing, then found a cylinder in a trunk of an opera singer singing La Marseillaise, then someone had an epiphany that the singer in the film was singing La Marseillaise so they tried playing them together and it was perfect.)
Do you mean as in home movies? Or non professional narrative films? In terms of home movies they would be very rare in that era as the technology did not yet exist that made film making affordable to the masses. That only came into existence with the invention of 8mm safety film and cameras such as this one
http://www.collectorsweekly.com/stories/13995-bell-and-howell-filmo-sportster-dual-8mm-c
However that is not to say that people did not film earlier, it just that it was rarer. As for what they filmed it really hasn't changed over the years. I can show you examples of all the things people film today back in that era.
For example a popular subject was planes and airports which remain a popular choice of target.
Here is an early amateur film of Boston Airport. https://www.youtube.com/watch?v=oFvqcHNshNY
Another popular choice was cars and trips. For example here we have an early dash cam taken in what appears to be the late 20s early 30s
https://www.youtube.com/watch?v=JvtSa1mslFg see at 2 mins
Other things commonly filmed were parties and Christmas as seen here in one of the earliest home movies filmed in 1923 at the home of the famous silent and early sound actress Lenore Ulric