Check it HERE.
These are a vimeo collection of early documentaries showing Zorn from the 1980s. Some of these I have personally been looking for on Interlibrary Loan for years, and here they are uploaded. Features seven different videos including "Rising Tones Cross" a documentary on the downtown NY scene at the time featuring John Zorn, Peter Kowald, Don Cherry, William Parker, and the list goes on. Very hard videos to find, so enjoy!!