“The Thin Blue Line,” Errol Morris’ gripping 1988 documentary about a wrongly convicted man, isn’t something that would first come to mind as a project that lends itself to a comedic parody. But, so help him, Bill Hader is trying.

Dressed in prison garb on a tiny set on a dreary April day in downtown Los Angeles, Hader does his best to stay in character as he tries out lines thrown at him by John Mulaney.

Eventually, they break from filming the fourth episode of their IFC comedy series “Documentary Now!,” which Hader created and is executive producing with Fred Armisen and Seth Meyers. Mulaney co-wrote this episode — titled “The Eye Doesn’t Lie” — along with Hader, and serves as consulting producer. (Executive producers also include Lorne Michaels, Rhys Thomas and Andrew Singer. Erik Kenward is supervising producer).

The seven-episode project lampoons various documentary films, although they promise that their imitations are the sincerest form of flattery.

“We wanted the title to be a little off,” Hader laughs of the show that once had the working title “American Documentary.” “‘Documentary Now!’ Like they are shouting at you.”

Aside from “The Thin Blue Line” send-up, episodes’ source materials also include Albert and David Maysles’ famous story of mother-daughter devotion, “Grey Gardens,” and the 1922 silent film “The Nanook of the North.” It does not, however, parody Andrew Jarecki’s Robert Durst miniseries, “The Jinx.”

“We have to wait until this comes out and maybe then everyone will be ‘Jinxed’ out,” said Armisen. “We don’t rest on that. ‘Thin Blue Line’ is more timeless because it’s from longer ago. We stuck to that and we made sure there were some jokes in it so that it could stand on its own.”

“Documentary Now!” was filmed around everyone’s hectic work schedule and even included sending some of the cast to Iceland. Crew members had to act fast to get things in place for filming — and then be prepared to quickly take everything down again.

“I feel like that’s a little weird lucky charm of being in entertainment because you just destroy everything,” said Armisen. “Everything should be treated like a newspaper. It’s fun for the moment and then just destroy it and focus on the next thing. I just want to do that throughout my career, just burn it, burn it, burn it and then next thing.”

He explained that he sees this project as something fun he’s doing with his friends.

“The way we think about it is, while we have a chance,” Armisen said. “I’m sure when we’re 62 we’ll maybe be like, ‘Let’s get together and ride bicycles’ or something, but for now we’re like, ‘We have an opportunity to do something.’ It’s fun for us. It’s comedy, so it’s a total pleasure.”

Was there any documentary they’re sorry they didn’t cover?

“I wanted to do ‘Fog of War,’” said Hader.

Perhaps he’ll have the chance. “Documentary Now!” was recently picked up for two more seasons.

”Documentary Now!” premieres at 10 p.m. on Aug. 20 on IFC.