I have a hard time balancing my thirst for knowledge with entertainment. On one hand I think we owe a debt to the people that suffered through the holocaust or slavery because their stories deserve to be told and we need to remind ourselves about these atrocities so that they never happen again. On the other hand, I don't like seeing things that make me sad.
It's the same with the movie The Cove. I want to see it because the general public's ignorance to what is going on over there in Japan is what allows it to continue, (not to mention that the filmmakers risked their lives to tell the story) but I know that seeing dolphin's slaughtered is going to make me cry. I have the movie Blackfish on my DVR but haven't gotten around to watching it yet.