Schindler's List, I'd argue, was the last time this was done brilliantly (with the actors appearing alongside the real people they played, placing stones on Schindler's grave in Israel - almost unbearably moving). But you're right. Spike Lee did it first, and did it well, in Malcolm X. I'd actually forgotten that film came first.

Of course, with Malcolm X, it uses archive footage (the Rodney King beating at the start, the stuff with Martin Luther King, etc, at the end), whereas Spielberg shot something specially for his sequence. So slightly different.