Matt Wolf's intimate documentary on Arthur Russell premiered last spring and is now available on dvd as well as through iTunes. Though I was well aware of the recordings they'd done together, I hadn't realized quite how frequently his and Allen's lives intersected beyond that.
Visit the Wild Combination site for details.
Tim Lawrence's Arthur Russell biography Hold On to Your Dreams: Arthur Russell and the Downtown Music Scene, 1973-92 is due in stores, Fall 2009.
2012 update - see more in Arthur Russell, including the Wild Combination trailer here