Metal: A Headbanger's Journey actually opens up this weekend (in Canada at least). I saw it at the Toronto film fest last September and it is very good. Iron Maiden was very supportive of the filming of the project while Sharon Osborne was a bitch and didn't give the filmmakers interview time with Ozzy and even tried to block them from talking with Tony Iommi. Weird.
When I saw it, that clip with Mayhem WAS in the film, but, it apparently has been cut out of the theatrical release. The Rob Zombie and Dee Snider segments are pretty good too.
The Q&A with the filmmakers talked about it coming out on DVD sometime in the summer of 2006. It's nice to see the subject covered in a serious light and not portrayed as a parody Check it out if you get a chance.