Dragons: A Fantasy Made Real

Dragons: A Fantasy Made Real (aka The Last Dragon and Dragon's World) is a 2004 British-American mockumentary describing the finding of an actual dragon carcass along with several medieval knights frozen in the mountains of Romania, its study and subsequent explanations (via CGI re-creations a la Walking with Dinosaurs) of the anatomy, ecology and evolutionary history of these mythical creatures, ending with their final extinction in the 15th century. Or did it?

Example of:
Speculative Documentary