"Nancy Drew was one of my favourite books when I was a kid," she laughs. From being a fan of the girl detective, Berg grew up to become an Oscar-nominated director of documentaries that specialise in digging deep and finding startling answers. Her latest film, West of Memphis, is a case in point.
In 1993, in West Memphis, Arkansas, three eight-year-old boys were found murdered. Police arrested three teenagers – Damien Echols, Jessie Misskelley and Jason Baldwin – and accused them of killing the boys as part of a satanic ritual. Convictions followed, with one defendant, Echols, being sentenced to death. A furore has raged ever since, with the three men pledging their innocence and campaigners fighting the verdicts.
The case has attracted high-profile supporters such as Johnny Depp and Patti Smith, books, records and three HBO documentaries. Berg was initially approached by two of the West Memphis Three's supporters: filmmakers Peter Jackson and his partner Fran Walsh, who had been following the case for years, finally hitting a brick wall when their plea for a new trial was rejected. Having seen Berg's Oscar-nominated 2006 documentary, Deliver Us From Evil, about child abuse in the Catholic Church, Jackson and Walsh asked her to take on the subject.
She spent six months on research before deciding she could do the film. "It was a big thing to take on," says Berg, speaking at the London Film Festival. "Working for Fran and Peter, you want to make sure you are going to deliver on a level they would be happy with."
What might have put others off– the fact that so many other people had looked at the case – drew Berg in.
"I am attracted to things that have a lot of attention and are not quite what you think you know. In such a headline, text message culture, to really understand something, you have to look at the grey area."
There was another consideration before she said yes. Echols and his wife, Lorri Davis, are among the documentary's producers. I ask Berg whether she had reservations about the producers being part of the story.
"I couldn't do this film unless I believed that he was innocent," she said. "I told them that straight away. I said I believe that you believe that, but I need to believe it for myself."
She began with the prosecution case and dissected it. She moved to West Memphis and talked to the families and witnesses.
"I found people who were broken and devastated by this. Nobody was able to recover. People were using drugs, committing suicide, there was just so much disease inherently going on in every single family that was affected by this."
The film took three years to piece together, with Berg taking her time to win the community's trust.
"I didn't go away. I would show up and if they just wanted to talk for one minute then we could talk for five minutes the next time. I was very consistent with my visiting and respecting their boundaries.
"I found people were willing to talk when they believed I was just looking for the truth."
As with Deliver Us From Evil, Berg found herself submerged in a harrowing story. She learned from the first film that she had to come up for air sometimes. In this case, she did so by talking through any problems with Jackson and Walsh.
"They were always there, working on The Hobbit, very busy but always available for us." The project simply could not have got as far without them, says Berg. "They have an attention to detail that is unique."
Berg, 40, was born in Los Angeles and studied journalism at university. After writing for local papers she landed a job in television. Her break came with the Deliver Us story. Having been told by a network news channel it wasn't interested, Berg went to Ireland on her own dime. When the network saw what she had they were suddenly very interested, but Berg, then in her early 30s, realised this was a now or never moment to make her own film.
Although her background is in formal journalism, she is not sniffy about those who arrive at documentaries via other routes.
"I think that people should be able to express their opinion. You always have a responsibility to get the other side of the story. You shouldn't do a one-sided hit piece. There is so much value in a person that isn't driven by anything but passion, interests and curiosity."
Among Berg's forthcoming films is a documentary on women's boxing. She is also working on a Janis Joplin project. That has been another long haul, with Berg first meeting representatives of the late singer-songwriter's estate four years ago.
"There hasn't been a documentary on Janis," she said.
"She's got such an incredible story, what she's done for women."
Berg is about to take another career turn, into feature films. Adapted from the Laura Lippman crime novel, Every Secret Thing starts shooting next month. Meanwhile, the Bafta-nominated West of Memphis continues its run. But, even though the film is finished, Berg, true to form, can't quite let the subject of justice go: "You just think about all the other cases that exist out there in the world."
West of Memphis, Filmhouse, Edinburgh, February 18-21.