Its floating around the bittorrent networks if cheap is your thing. I have it on DVD and highly recommend it for people interested in the FM scene. There is another doc about the LPFM and pirate movement called "making waves." Also highly recommended.
+-RH
--edit-- Both of these films are about FM pirates, they don't even hint at HF or MW pirate activity. I'm not aware of anything in recent memory that touches on either of these two bands.
Amazon lists Pirate Radio USA new for $15 or used for $10. Its an indie release, why not support the cause? It may give these guys an excuse to make more films like these.