has any documentary been made on the show?
Yes. It was a part of the DVD "The Rise and Fall of ECW"
Extreme Championship Wrestling
 They used this video library to put together a two-disc DVD titled "The Rise and Fall of ECW". The set was released in November 2004. The main feature of the DVD was a near three-hour documentary on the company's history, with the other disc featuring 7 matches from the promotion. 
what was no way out (2004)? A professional wrestling pay-per-view event when did it happen? February 15, 2004 where? Cow Palace in Daly City, California what main shows did it have? Its final match who were the participants in it? Eddie Guerrero and Brock Lesnar what was the nationality of the former? American what did make the beginning of his career? He followed in the footsteps of his brothers and father, who had also wrestled in Mexico what were the important tournaments he was a part of? Extreme Championship Wrestling (ECW), World Championship Wrestling (WCW) and World Wrestling Federation/Entertainment (WWF/WWE) where does the first take place in? Philadelphia, Pennsylvania how many states take part in it? UNANSWERABLE in which arena did they do the shows? ECW Arena has any channel telecasted these? SportsChannel America's local affiliate, SportsChannel Philadelphia, WPPX-TV 61, WGTW 48 and MSG Network
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Extreme Championship Wrestling [SEP] Documentaries
On January 28, 2003, World Wrestling Entertainment Inc. purchased ECW's assets from HHG Corporation in court, acquiring the rights to ECW's video library. They used this video library to put together a two-disc DVD titled "The Rise and Fall of ECW". The set was released in November 2004. The main feature of the DVD was a near three-hour documentary on the company's history, with the other disc featuring 7 matches from the promotion. An unauthorized DVD called "Forever Hardcore" was written, directed and produced by former WCW crew member Jeremy Borash in response to "The Rise and Fall of ECW".