Here are a couple of great films about avant jazz:
Imagine The Sound - 1981
Inside Out In The Open - 2001
Here are a few books to get started on avant jazz:
Battle of the Five Spot by David Neil Lee / an account of the extended engagement at Five Spot by the Ornette Coleman Quartet in 1959 that many regard as the beginning of the avant garde movement in jazz
Loft Jazz - Improvising New York in the 1970's by Michael C. Heller / documentation of the environment that influenced the avant garde scene in NYC for decades into the future
Stratusphunk - The Life and Works 0f George Russell by Duncan Heining / a biography of the composer and theorist that goes into great detail about his musical techniques and thinking
Point From Which Creation Begins by Benjamin Looker / a great history of the Black Artists Group collective in St. Louis that was a huge influence on subsequent avant garde jazz
Stopping Time by Paul Bley and David Lee / a fascinating autobiography by one of the leaders of the jazz avant garde
Steve Lacy - Conversation edited by Jason Weiss / a collection of interviews that offer great insight into the mind of one of the most creative players in the leftfield jazz scene