First thing to say is that I've only watched the first episode so far.
I loved his previous two documentaries, Hypernormalisation and Bitter Lake.
I find it very difficult to describe Adam Curtis' style, but I'll have a go.
It as if he has discovered a massive archive of TV and Movie reels, has spent several years watching them, then has taken numerous clips, stitched them together, and then concocted a theme that connects these seemingly random events together, in order to make a coherent story.
He then uses music to great effect, which creates a kind of dissonance.
It's brilliantly done. A visual treat.
I feel after watching the first episode that my IQ has been improved by a couple of percentiles, but this may be part of the trick.
You get the feeling when watching his documentaries that there is something even deeper, that you just can't quite grasp, which makes you want for more.
I found myself walking the dog later, and reappraising what I had seen in my mind, and then later again seeking to look up on Wikipedia and Google some of the issues that were only touched on during the film, from such diverse subjects as the Voynich Manuscript, to William Keswick & Lord Kindersely.
A must see series.