Here's an interesting test: find a story published before 2001 mentioning the terrorist group (not just the word) Al Qaeda. You won't.
Al Qeada is a group term used to describe a huge number of terrorist groups (not even neccesseraliy linked!) which was only coined as such post 9/11. There is no 'group' called Al Qaeda (whatever spelling you use). It's a term the Pentagon 'made up' to conveniently lump together a large group of terrorists. They did this to have a media friendly buzzword. As such, one could even make the case that Al Qaeda has never killed a single american; various Jihadi groups of course have.
A good documentary to start with is The power of nightmares...mainly because the creator is well-respected and unlike Micheal Moore, he is know for meticulous research and factuality.