COURTESY of Michael Moore, Alex Gibney, and the new young breed behind the likes of Searching For Sugar Man and Inside Job, documentary has become cinema's equivalent of the gladiatorial arena, a place for the best of the best to tell their true stories.

One of those who helped to make the contest what it is today is Barbara Kopple, winner of two Oscars and still in the fight.

The latest documentary by the 67-year-old New Yorker is Running From Crazy, a portrait of Mariel Hemingway, model, actress, and Ernest Hemingway's granddaughter, and her family. Showing as part of the Scottish Mental Health Arts and Film Festival, the film explores the devastating legacy of depression, including suicides, through the generations.

When Hemingway was approached by the Oprah Winfrey Network to do a film her initial response was, "No, we're all crazy, who would want to see a film on us?" On hearing Kopple, the helmer of Oscar winners Harlan County USA (1976) and American Dream (1990) was involved, she agreed to meet. The two women clicked and several months of filming followed.

Hemingway was up for the task ahead, says Kopple, speaking from New York. "She wanted to dig deep, because she realised that if she didn't, she would never heal." There was the added incentive for Hemingway of helping her two daughters, both of whom were brought up, as Mariel and her two sisters were, knowing little about their most famous relative and his fate.

Though it explores the legacy of depression and to what extent, in Larkin's words, man hands on misery to man, there are no medical experts interviewed. Kopple wanted the film to be about a family, and felt it would look "totally out of place" to have someone analysing them, particularly since they are all, as archive footage shows, eloquent and self-aware.

What results, says Kopple, is a film about transformation and perseverance that was tough going for Hemingway at times. Seeing the footage of her sister Margaux, who was found dead in her Santa Monica home at the age of 41, and their parents was a particularly landmark moment. Initially weepy on seeing the film for the first time, she was stunned at the archive material Kopple had unearthed.

"She just sat on the edge of her chair. She had never seen or knew that (the footage) existed."

Kopple's other films include the Dixie Chicks documentary Shut Up & Sing (2006), and Wild Man Blues (1997), which followed Woody Allen in his role as a jazz musician touring Europe with his then girlfriend, now wife, Soon Yi-Previn, the adopted daughter of Mia Farrow, Allen's ex. Wild Man Blues, described by the New York Times as "cinema verite at its most seductive" showed the prolific but notoriously private director as few had seen him before. As with Hemingway, Kopple encountered no restrictions in her filming.

"I don't know if he ever forgot I was there, but he was really easy to film. When I went to visit him, before I started the film, I said, 'You know Woody, I'm the kind of filmmaker that doesn't leave a stone unturned, so I'm just going to do that, is that good with you?' He said, 'Yes, just go for it', and I did. He let me do whatever I wanted. I could walk in and out of his hotel room at will."

Though a full-on gig filming days and evenings, Wild Man Blues was nothing compared to what Kopple experienced on Harlan County, USA, her documentary about a miners' strike in Kentucky in 1974 (her other Oscar winner, American Dream, was also about an industrial dispute). Living among the mining families, Kopple captured every twist of the bitter dispute, including the moment when she and her cinematographer were beaten up by strike breakers.

"I was in my twenties, what did I know?" she says when I ask how hairy filming became. "You think you are invincible when you are young and that nothing will ever happen. I just figured the miners would protect me. I just got into them and what they were doing."

Would she do the same again? "In a heartbeat," she fires back, laughing. She was in south Sudan not long ago making another film. "I just figure you have to face fear. Life is so wonderful and I am so curious to find out about people, to know people. It's worth it, worth every minute."

Every documentary maker has a dream subject in them, that one story they desire but which just keeps getting away. With Kopple it is Hillary Clinton.

"I would love to make a film on Hillary Clinton, something where she would just say, 'Okay, do whatever you want'. I would be ecstatic. I would love to know what makes her tick and makes her so strong. To see who she is really."

So far, Clinton has resisted all approaches. Kopple, who has another three films on the go, including a documentary on Sharon Jones and the Dap-Kings, will keep trying. "You never know."

There seems no chance of her slowing down. The very notion, indeed, causes amusement to ripple all the way across the Atlantic. "Why?" she says. "Who would ever want to slow down?"

Running From Crazy, Filmhouse, Edinburgh, October 17; Belmont, Aberdeen, October 17; DCA, Dundee, October 18; Glasgow Film Theatre, October 20.