Two of them are coming up, it seems: There Are Two Competing Tolkien Documentaries Currently in the Works | The Mary Sue The first still doesn't have much information about it, but the second at least has a teaser poster, and is about his and C. S. Lewis's friendship. I shall be eagerly awaiting both films!
Weirdly enough, I was just talking about that with a friend of mine earlier today! I said if The Silmarillion were ever to be adapted (which I doubt), it would do well as a big-budget TV show, with The Children of Húrin and the War of Wrath (and possibly The Fall of Gondolin and the tale of Beren and Lúthien, though the former could just be added into the storyline of The Children of Húrin and make that one a two-to-three-parter) being their own standalone films. (Granted, I don't really want it to be adapted, but we were just discussing how it could be done. Though it would mean possibly more LEGO Middle-earth sets... No! Stay strong in your resolve, 'Bee... )