Here's a link to the documentary in question. We're watching it on the teevee right now and some of the stories sound pretty dubious. Also, they referred to a vomitorium as involving actual vomiting, so I have doubts, but it's a part of history I don't really know much about.
Like with Nero, a lot of the allegations have to be taken with a grain of salt. Although a lot of the things brought up in the documentary are true, many of them are angled to make them look worse than they were. The orgies and such surely happened, but the sleeping around and all that is hard for us to proof and is common slander not only in Roman times, but all through history.
Essentially, figuring out what's true or not is what makes historians specialists. If one reads all of the slander against Caligula and blindly accepts it as true because it's written by contemporaries, he's going to look extremely bad - like he's remembered by many today. However, if you look at who the writers are: Suetonius, a senator, or Tacitus, also a senator, another picture emerges. Some of the stories can surely be accredited to youth (like the throwing coins from a height story), while others are fabricated to make the emperor look bad.
If you consider who Caligula was (told in the beginning of the documentary) it's not hard to understand that he's not very adept in the politics of Rome. He was brought up as a soldier, so he knows the soldier's life (and he's also very popular with the army). However, having your family eradicated would be a rather reasonable event to become paranoid.
They tell a story about Caligula ordering his soldiers to march on the sea. That, along with him participating in theatrical plays, is part of a bigger picture. He was brought up as a soldier away from Rome and thus may not fully have understood how unacceptable it was to participate in plays as the emperor. Theatre was for lowly born people, not the leader of Rome. Caligula ordering his soldiers to march on the sea could be complete slander, but there are other similar stories, which suggests some truth to it. Essentially, he was unable to differ between himself as the holder of numen and himself as an actual god.
To quote a couple of lines from the documentary:
It's really hard to sift through and understand who Caligula was. We do know that he was excessive, we do know that he was vindictive, we do know that he was paranoid. (Darius Arya)
But the senate is not happy with Caligula at all. He's hanging out with the kind of people that they really don't approve of. He's mixing with actors [...] this is not what they wanted from their emperor. (Valerie Higgins)
There was a similar question about the vomitorium a few months ago with a humorous explanation.
Sidenote: Drusilla was NOT the first Roman woman to be declared a goddess. Livia was deified when she died in 27 AD and thus was the first. Drusilla's deification is more for show than anything else, it's scarcely recognized, in part probably because Caligula wasn't deified. One would think that a Yale scholar wouldn't spread false facts...
If you'd choose to watch the documentary again, I'd suggest you pay close attention to what Valerie Higgins and Darius Arya says, and ignore most of what Amanda Ruggeri says.
i think they did a pretty good job of keeping to the facts. as the other poster stated there was a lot of propaganda during that time. but some of the stuff said about caligula was pretty funny. especially when we were talking about his uncle claudius. claudius was rumored to have some kind of physical deformity, possibly a hunch back or limp. well i think caligula being crazy, must have bugged him that he had a deformed uncle. so the rumor is that caligula always had it out for his uncle. some of these rumors include going on a military expedition, suddenly stopping the armies at a river- requesting that his uncle be sent to caligula immediately. upon claudius arriving, caligula kicked him into the river for no apparent reason. another roomer was that he kept marrying claudius off to a bunch of women, he married him to the tallest woman in rome, the shortest woman in rome, the ugliest woman in rome, and the prettiest woman in rome.
maybe he was OCD or something, i can picture these strange practices coming from a sociopath that caligula probably was.