Being a curmudgeon is part of his persona, but it’s not that difficult to find evidence of Marc Maron being vulnerable. Just listen to the introductions on his “Wtf” podcast, in which the standup veteran monologues about whatever’s on his mind that day. And sure, some listeners fast-forward through these parts to get to the interview. But if you want to get to know the “real Marc Maron,” he is willing to bare his soul — it just has to be on his own terms.

Some of the most revealing content in the SXSW doc “Are We Good?” comes from Maron’s podcast, including a heartbreaking snippet of audio in which he announces the death of his partner Lynn Shelton to his listeners. Director Steven Feinartz does get one disarming on-camera interview with Maron about Shelton’s death, which happened suddenly in May 2020 from “some blood disease nobody knew about,...