Well if it would be of interest of a certain group, say 'Christians for Outlawing Santa Claus' (note this group does not exist as far as I know). Then you could seek out funding through them.

To shoot a documentary, you're going to need basic camera equipment and at least one good mic and probably a lavalier system.

You're really going to have to give more information or ask more specific questions to get the help you seek.

www.pizzathemovie.com Pizza: The Movie

Research, research, research !!!! , ?:)?then decide what it is You wish to express about the topic You have just become and expert on.IMO.