Mockumentaries tend to be comedic for obvious reasons, because the disconnect between what we expect out of "reality" and what can be created in a movie is ripe for humor; the same goes for horror, probably the second most popular mockumentary genre. The point is to contrast realism with something patently fake, whether it's an absurd comedic situation or some sort of supernatural phenomenon. So a mockumentary that tries strenuously to seem actually real seems almost beside the point, but Brothers of the Head does a perfect job of demonstrating that, in the right hands, the format can make for compelling, affecting drama.
Lost in La Mancha) meticulously re-create the look and pacing of a music documentary in their account of fictional short-lived 1970s rock band The Bang Bang, notable for being fronted by a pair of conjoined twins (played impressively by real-life non-conjoined twins Luke and Harry Treadaway). They mix "present-day" talking-head interviews with "vintage" footage of the band's early rehearsals, recording sessions and club gigs, after the twins have been plucked from obscurity by a ruthless impresario and basically pressed into rock-music slavery.
The narrative arc of the film (based on a novel by science-fiction writer Brian Aldiss) features a lot of standard Behind the Music stuff, including the brothers' indulgences in drugs and groupies, but the conjoined-twins element adds an extra twinge of tragedy, and the mockumentary format creates an air of mystery that wouldn't necessarily exist in a more conventional film. The group's music (played live by the actors) sounds authentically of its time (1975, just as punk was about to emerge), and the visual style is remarkably accurate to the look of period filmmaking. There are times when it looks a little too inappropriately modern, but overall the effect is remarkably convincing, drawing you in to the story and allowing for imagination to fill in the gaps (which look less like shortcomings and more like natural constraints of having limited firsthand footage).
Fulton and Pepe can't resist throwing in a few arty touches that look a little out of place in the documentary format, and their ending is more ambiguous than a real documentary, with years of hindsight to draw on, would likely be. But so much else about the movie is eerily convincing, so much so that the little details that actually have a grain of truth (like a 1930s conjoined-twin sister act whose song The Bang Bang ironically covers) fit seamlessly into the fictional framework.