Banksy's movie is not a totally unique snowflake, nor genre.
Other related proposals
Some, or plenty, movies have tried to question what art is, and even to play around the idea that what is presented on screen may or may not be real: what is important is the consequences of the ideas presented. In this sense the documentary is about the ideas velving around a theme and how people, in the film (and the public on the other side of the screen as well), can fiddle with the concepts pitched by the creator.
A recent film that defies the spectator in that sense, has been suggested to be Catfish (2010). (Haven't seen it yet.)
A previous movie that asks where is the value in art is a classic by Orson Welles: F for Fake (1973). In this sense it could be said that this work can serve as an antecedent for Bansky's movie: this appliable even if Banksy intendedly did think of the prior film or not.
Nota bene: Both, Welles and Banksy, autodefine at some point their movie as a disaster film.
On Banksy's position in street-art (and film making)
Some words of criticism on Banksy from Wiki:
In his column for The Guardian, satirist Charlie Brooker wrote of Banksy "...his work looks dazzlingly clever to idiots."
criticised for copying the work of Blek le Rat, [who says:] "It's difficult to find a technique and style in art so when you have a style and you see someone else is taking it and reproducing it, you don't like that."
Some have criticised the "obviousness" of Banksy's work, and accused it of being "anarchy-lite" geared towards a middle class "hipster" audience.
Personal opinion on criticisms to ponder in between of his street-art and film:
His movie is probably pretty well and widely aclaimed, and not only to idiots.
Copying alone a work or style is not the central matter of the movie, but rather the center could be closer to how an artist handles context of what he produces to resignify the meaning of his art.
Some of Banksy's street-work may be too "obvious" to some, but not the movie: it rules in subtlety, nuances and levels of meaning. And keeps it fun. The "anarchy-lite" geared for a "hipster" audience might rather be a new thing of recent years; but this is not something the artist can handle. Or perhaps he does? ...