“To live is to die. To die is to live. To avoid death is to avoid living.” — Sunday Adelaj.

Michael Bay’s debut documentary, “We Are Storror,” is a pulse-pounding immersion into extreme thrills. The focus? A UK parkour troupe known as Storror with 10+ million subscribers on YouTube. Storror collaborated with Bay on Netflix’s “6 Underground” to stunt on famous landmarks, and now Bay’s bringing their insane story to South by Southwest. You’ll test your fear of heights, marvel at parkour precision, and learn why Storror wages their lives while bleeding passion. It’s an adrenaline ride to remember, cracking the psyche of professional daredevils.

“We Are Storror” examines the poster children for “living on the edge.” Seven individuals—two pairs of brothers and three mates—globetrot to exotic destinations and film death-defying parkour brilliance. Bay doesn’t ignore the Peter Pan Syndrome of it all, charting...