This paper explores the central role of documentary filmmaking as a methodological practice in contemporary criminology. It draws from cultural criminology to develop emerging, open-ended practices for conducting ethnographically inflected audiovisual research that crafts sensory knowledge from aesthetic experience. First, it demonstrates how documentary criminology is an ethnographic practice that embraces audiovisual technologies to inflect, render, and depict the aesthetics of material, sensory, and corporeal experiences of crime and transgression as knowledge production. Second, it explores a particular type of lived experience that John Dewey terms "aesthetic" to demonstrate the sorts of tangible and intangible entities that documentary criminology can interpret, record and depict as knowledge. To demonstrate this approach, the article employs a variety of examples from cultural criminology and from the documentary Mardi Gras: Made in China. The final part of the paper turns to an analysis of Mardi Gras: Made in China itself to illustrate the overlap of theory, methods, and reflexive practices of documentary criminology within four broad aesthetic domains: temporality, topography, corporeality, and the personal. The inclusion of documentary within an open-ended methodological sensibility, both as a mode of analysis and as a means of producing sensory knowledge, can expand the criminological imagination.