Fresh off the back of a sold-out speaking tour across Australia, Theroux said Drinking to Oblivion also came out of his desire to do UK-based stories now that he is back living in London.
"With drinking, it is a culture in Britain. We're worldbeaters at it. If abusing alcohol was an Olympic event, we would definitely be on the podium and probably for gold or silver.
"At least two of the people we feature in the documentary are drinking vodka around the clock, even in bed and wandering around the streets. They stop eating and they go into a self-annihilating fugue state until they basically collapse, at which point they're hospitalised and then clean up. Then they either break the cycle or occasionally relapse and go through it again."
In one tense scene, a young man named Joe is intent on leaving the hospital to go down the street to buy a bottle of vodka.
Theroux tells Joe it's a bad idea but can't stop him from leaving. He said in the voiceover that he felt "a sense of impotence" in not being able to help him.
Theroux is known for a trademark stoicism he displays on camera to difficult, tense or downright offensive situations or talent.
He's often asked how he manages to stay, in a way, detached when faced with a person who appears intent on heading down a destructive path.
"It was clearly awkward and difficult for me, emotionally and professionally. I'm there to do a story and cover what's happening and part of that is not getting overly involved. It's not appropriate for me to get overly emotional but if I see someone who needs help or emotional support, I try and give that.
"[In that situation with Joe] I was absolutely being pulled in different directions and trying to figure out what my role was and part of my discomfort, part of what makes the discomfort, that's what you can see me going through [on screen]."
While Theroux wouldn't physically intervene, he has occasionally "intervened" in situations when words can de-escalate a situation, but it's not something he's got hard rules for. It must also be difficult to be caught in a moment with someone expressing raw emotions, whether that's anger or grief.
"I get asked a lot 'how do you not lose your temper?' which is a related question. I'm a professional. When I go there, it's not just me chilling with my homies, there's something about the world that's intrigued me. I'm trying to get my questions answered so as much as I might be empathising or getting to know them and having affection for people. I'm still doing a job so I don't have a huge amount of difficulty in general from restraining myself from getting into a big barney with the people I'm with.
"More often than not, I'm curious about what is coming out of their mouths. I wouldn't say I'm a laid-back guy, I'm too anxious and uptight for that, but I'm not someone who is massively invested in persuading or challenging people."
It's a busy time for Theroux, who has also recently released My Scientology Movie, a subject that's fascinated him since his teens. But now that he has harpooned his Moby Dick, what's next?
"There's a polygamist, breakaway Mormon sect called the Fundamentalist Church of Jesus Christ of Latter-Day Saints that's been a fixation of mine but they've just done a documentary on them so that might be done at this point.
"There's obviously North Korea and Kim Jong-un but there are language difficulties in that. Donald Trump is sort of rattling around but it would be quite hard to get access. And there's also Islamic State, that brand of ultra-extreme Islamist belief system that advocates pornographic violence and an incredibly brutal way of life.
"Humans show no sign of becoming less weird, which I guess keeps me in work."
