Encounters at the End of the World, Werner Herzog, 99 Mins, U

Much as I enjoyed the nature documentary March of the Penguins, I couldn't help thinking how much better it would have been if Werner Herzog had done the commentary. Imagine what that bleak Bavarian diction might have contributed: "Where others see cute fluffy birds, I see only monochrome monomaniacs bent on self-destruction in a cold merciless abyss."

In fact, this routine was my party piece for years, and now I can't do it any more because, would you believe it, Herzog has actually made a film with penguins in. His documentary Encounters at the End of the World begins with the great German film-maker and adventurer taking a military plane to Antarctica and, in tones of what must pass as glee in his book, contemplating the prospect ahead: "We flew into the unknown, a seemingly endless void."

This is Herzog's kind of place. His plane touches down not on land but on an 8ft-thick crust of ice on sea: everything here seems a metaphor for the precariousness of his methods as a film-maker. But he is disappointed to find the drab McMurdo Station closer to civilisation than expected: learning it contains "abominations such as an aerobics studio and yoga classes", he can't wait to take off into the void. Adding insult to injury, the weather is good. "I loathe the sun both on my celluloid and on my skin," Herzog hisses, perking up considerably when a snowstorm hits.

In Antarctica, Herzog is among kindred spirits. Assorted savants, strays and lost souls have found their niche here: as one resident puts it, they "fell down to the bottom of the planet". Some are philosophically inclined, such as a Russian forklift driver ("The universe dreams through our dreams"); some lay claim to nobility, like the part-Apache plumber whose straight fingers indicate royal Aztec forebears ("The fire of my ancestors!" he roars, starting up his blowtorch). A garrulous American woman called Karen Joyce has done it all, even driven a garbage truck across Africa. "Her story goes on for ever," says Herzog, interrupting her in voice-over, before Karen adds, "I travelled from Ecuador to Lima, Peru, in a sewer pipe. I forgot that one."

You learn a lot about survival from this film. Before you take a walk in Antarctica, practise with a bucket over your head: it simulates white-out conditions. And, when standing on the rim of a volcano – as Herzog often has, literally and metaphorically, in his career – face the crater and look up, so you can see the lava spurts coming.

The film includes awe-inspiring footage from the ocean floor: in some places, it looks as if someone has erected a huge glass wall across the Arizona desert. Glimpsed aquatic wildlife includes a strange rippling lozenge and that perfect nexus of beauty and horror, a sentient chandelier of a jellyfish. Biologist Sam Bowser announces that he has found beings down there "creepier than classic science fiction blobs ... worm things with horrible mandibles and jaws ... bits to rend your flesh". We don't see Herzog, but you imagine him beaming with satisfaction as Bowser concludes, "It is a horrible violent world."

It's among the penguins that Herzog finds the bleakest intimations of despair. Meeting a marine ecologist, a taciturn double of Kris Kristofferson, Herzog hopefully inquires, "Is there such a thing as insanity among penguins?" Soon, Herzog hits pay dirt and finds "a deranged penguin": while its mates waddle oceanwards, this literally misguided creature takes off on a 5,000km hike inland. Shuffling towards certain death, this penguin is kin to many a Herzog hero, a tragic embodiment of self-destructive solitude: the Fitzcarraldo of the palmipeds.

Who knew Antarctica was so rich in human curiosities? Here's Shackleton's hut, still stocked with tins of mutton cutlet. Here are the man-made ice tunnels beneath the South Pole: in them, a frozen sturgeon and popcorn.

But sooner or later, Herzog's thoughts turn to the imponderable. It's remarkable how many Antarctic phenomena cause him and his interviewees to muse on absolutes – absolute beginnings or absolute ends. A helium balloon floats aloft in search of the neutrino, the elusive particle that played a key role in the creation of matter. "It just goes bang! And it's gone; that's what we're looking for," says a neutrino hunter. At the other end of the timeline, Herzog delicately notes that humanity's days are numbered. Life on Earth is "an endless chain of catastrophes": after the dinosaurs it's our turn, he muses in bring-it-on fashion.

Herzog's investigations acquire such a fine metaphysical tinge that adding Russian choirs to the soundtrack gilds the lily somewhat. There are more impressive sounds to be heard, notably that of seals underwater, an eerie burbling that someone compares to Pink Floyd, although Seventies German electronica would be nearer the mark. But the real music is provided by Herzog himself: he has one of those voices that could intone stock market reports and make them seem like a broadcast from Alpha Centauri. Buy a ticket if only to hear him speak the words "fumaroles" and, better still, "pseudopodia", and relish those extended "o" sounds, their glaciated expanses as vast and flat as the Antarctic plains.