This paper considers several documentaries' exploration of virtual spaces in relation to Henri Lefebvre's "political economy of space". Although Lefebvre did not show a thorough concern for the cinematic image and did not take part in the academic debates of media studies, his philosophy on the production of space is relevant for understanding the actual and critical interest some documentaries accord to the virtual and digital treatment of space. Indeed, Lefebvre calls for a "critique of space" and invites us to uncover the abstract formants of space within capitalism; he then demonstrates how, over time, at least since the early nineteenth century, an instrumental space prevails over the practical and perceived one. By looking closer at several digital film and how they engage with the virtual spaces concealed basic functions and forms, I argue that they share elements of proximity with Lefebvre's philosophy. To do so does not mean to subsume any film to one's philosophy but to grasp in different ways the critical significance of cinema regarding the capital phenomenon; in between new media and apparently old critical matters, this paper argues that the film features the capacity to reveal the more persistent aspects of capitalism.