In New York, there's the free Tony Award Documentary Film Series, which features Finding Billy (May 9 - sorry!), Every Little Step (May 16), and Show Business: The Road to Broadway (May 23). This also includes a panel discussion with some excellent speakers. While I haven't seen Finding Billy, I have seen the other two films and can safely say that both are very good. If you're in New York, this is definitely work checking out.
Washington, D.C.'s Kennedy Center is currently showing Stephen Sondheim's Follies, starring Bernadette Peters and Elaine Paige. It is running through June 19.
If you, like me, are not able to jaunt to NYC or D.C., you might be able to console yourself by seeing the New York Philharmonic's version of Company, which was filmed during its incredibly limited run and is being shown in movie theaters across the country.