Nope, I was wrong about the name of the TV documentary. There was an excellent TV show called What is Music?, but the show that Bobby McFerrin was in was called The Music Instinct which is mentioned in a Wiki article:

"In 2009, McFerrin and psychologist Daniel Levitin hosted The Music Instinct, a two-hour documentary produced by PBS and based on Levitin's best-selling book This Is Your Brain on Music."