In 2004 E! Entertainment produced a segment of their famous True Hollywood Stories devoted to The Exorcist. You can now watch the entire show below, with very special thanks to etrigan69.
The documentary follows a similar approach as The Fear of God by Mark Kermode and includes fresh interviews with the likes of Linda Blair, Dick Smith, William Friedkin and William Peter Blatty. It even ventures past the original film and looks at the sequels (Heretic and Legion) and recent prequels, including comments from DOMINION director Paul Schrader. Definitely worth a watch.
Be warned: as the clip lasts the full 88 minutes, and I didn’t want a horrid resolution, the video is quite reasonable in size (200MB+). Enjoy!