Is it worthwhile to cite documentaries in personal statements? When writing something to be read and scrutinized by academics, like a personal statement, will academics appreciate, respect, and value references to factual documentaries? 

For example, I'd like to write about how a documentary on the criminal justice system motivated my interest in law. I'll also cite books, but words fail to describe the influence of this audiovisual documentary on deciding to study law.
While this may vary somewhat by discipline, I would think that the faculty would be more interested in what you took away from this source of inspiration and how it shaped your perspective/career interests, rather than the actual source itself. (This assumes the documentary is somewhat mainstream and not endorsing fringe ideas that would seem extreme to academics in your field.) Many students and professionals are drawn to study a particular field not because they read a brilliant academic book or paper, but because they read a lay book on the topic or saw a documentary or television program that introduced them to certain issues. These less formal forms of media can be excellent gateways to academic study. 

Personally, it was Pete Earley's book "Crazy" that sparked my interest in mental health policy. I referenced this in my graduate school applications, describing how it helped me connect my macro-scale interests in health interventions with my micro-scale interests in the pathology and treatment of severe mental illness. When I interviewed with programs, several faculty discussed this, and they seemed more interested in how I had connected to the ideas in the book then the fact that it wasn't a formal academic text. 

Be careful with simply stating that "X had a huge influence on me and made me want to study y or fight injustice"; avoid generic statements. If you feel you are able to clearly state how the documentary impacted your career interests intellectually as well as emotionally, I see no reason not to include it. I also agree with the earlier comment - you might mention the name of the documentary or cite one particularly influential paper, but I'm not sure you need to cite works throughout the statement. (Of course, this may differ by discipline as well).