Ricky Jay is an actor (you've almost certainly seen him if you've seen any David Mamet movies), a magician, a writer, and somewhat of a historian of magicians and other denizens of the less-respected performing arts. This documentary looks at his life, at least as much of it he's willing to reveal.
Ricky grew up in New York, and became obsessed with magic and the attendant show biz at a very young age. That can't have been an easy road to follow; the movie mentions in passing that Ricky left home and cut his parental ties as a teenager in order to follow his muse. (Given the sixties timeframe and Ricky's appearance and demeanor back then, I can't help but wonder if illicit pharmaceuticals were also involved, but the movie doesn't go into detail, or get his parents' side of the story.)
Ricky's talent and hilarious stage patter brought him modest fame. He was on a lot of TV talk shows. (I remember him being on Saturday Night Live; IMDB tells me that was in 1977.) Eventually, his semi-sleazy appearance and acting skills made him a natural choice for movies, often as a hustler or criminal. He played a bad guy's henchman in the James Bond movie, Tomorrow Never Dies.
But Ricky also has a fascination with the history and lore of his craft. He has a number of books to his credit, exploring the history of magic and (other) con games. The movie gives plenty of time to his heroes and mentors, old-timey magicians I had never heard of.
All in all, an interesting documentary. Didn't show as much magic as I expected, but made up for it in illuminating the culture of magicians.