This radiant anecdotal history, of the legendary troupes that first popularized ballet for American audiences in the ’30s and ’40s, could very easily serve as a rebuke-by-example to today’s overflowing bandwagon of slavishly self-aggrandized documentaries — were it not, by nature, so modest and genial. Ballets Russes offers a surprisingly rare thing in contemporary nonfiction film: a portrait of an art form discovering itself and its audience. Plus, many of its most alert and reflective participant s — all grins and shining eyes — are just great fun to be with. Even the proudest and most regal of the performers seem strongly disinclined to take themselves too seriously. Actually, it’s a sort of coup that filmmakers Dan Geller and Dayna Goldfine have so instinctively done the complex work of explaining how proto-hipsters of the avant-garde turned out to be adorable old-timers you’d want for grandparents.