HBO Announces ‘Game Of Thrones’ Feature-Length Documentary The end is near. HBO's two-hour documentary <br />will air on May 26, one week after the 'Game of Thrones' series finale. 'Game of Thrones: The Last Watch' will take viewers behind the scenes of the final season. HBO, via statement The documentary will be directed by <br />British filmmaker Jeanie Finlay. David Benioff, D.B. Weiss and Bernadette Caulfield will be the executive producers. The eighth and final season of 'Game Of Thrones' premieres on Sunday, April 14.