Michael Bay’s “We Are Storror” begins with a warning on screen: “Don’t attempt anything you see here.”

It’s safe to say the audience at SXSW, the first to see the documentary on a big screen on March 8, was extremely impressed and a little bit scared, but definitely not jumping to attempt any of the wild stunts front and center in the documentary, which follows parkour team Storror.

Instead of wires, green screens and editing tricks that Bay fans are used to, this time, it’s all real. Making his debut as a feature documentary director at the film and television festival, Bay received a loud applause — and audience members chanting his name — when introducing the movie. During the screening, the audience squirmed in their seats, gasping many times at the jaw-dropping stunts and quite shocking injuries that occurred, and ultimately, standing to applaud at the end as...