He sets the scene with voice-overs explaining what he will be doing and who he will be talking to. He tells the story of the people he follows, less about the general facts about the type of person and more about how that particular person lives their life, making it more personal, but using them as an example of the kind of person to visit these places. He visits a brothel, meets Nazis, and goes gambling in Vegas to show viewers what life is like in these more hidden areas of America. The series 'Louis Theroux' on Netflix is a compilation of many of Louis' most interesting documentaries. I think he must spend time with the characters before filming starts so that he can chat to them and they can get to know him more in order to feel more comfortable with him. I'm inspired by Louis' ability to build relationships with the characters of his show without getting too close to them and also with his seemingly awkward persona.
He holds an informal approach, which helps him to build a rapport with the people he's interviewing and maintain the relationship, helping Louis bring out more information that could be useful to the documentary. Louis' style of documentary is quite unique, in that he can almost effortlessly get the subject's thoughts and information out of them without asking many questions or pushing them too much.