I won't even see these movies until I get them from netflix. I'm even borrowing "Fahrenheit 911". You'd think the Palm d'Or at Cannes would make it a shoe in for something (it probably did for the documentary award, but overambitious Oscar politiking must have done it in, as dgp said).
Now that you mention it... when was the last time the Cannes winner also won the Best Picture award at the Oscars?
I know Barton Fink got the Palm d'Or but not Best Picture, as did Pulp Fiction, but, off the top of my head, I can't think of any film that has ever won both awards.