Here's a nice short review of it in the Onion AV Club. An excerpt:
Each film is rife with inherent drama, as Christo and Jeanne-Claude battle bureaucracy, weather, and countless other variables endemic in mounting projects of such size and scope. In Christo, the Maysles find a fascinating and dynamic protagonist, a mercurial, lanky, heavily accented, intermittently incomprehensible iconoclast whose Coke-bottle glasses, long black hair, and intense demeanor make him look like a cross between Kramer from Seinfeld and a deranged monk. In attitude and bearing, Christo is like a religious fanatic whose religion is art. In the early films especially, Christo interacts with drawling, homespun Americans who must see him as some sort of space alien from the Planet Art.