"Take the Money And Run" resembles a mockumentary in form, but it's certainly not aa rigorous as "Zelig" or "This is Spinal Tap".  Those films took great pains to look, sound and feel exactly like documentaries.  They try to avoid showing scenes that would be unlikely elements of a real documentary.  Unlike "Take the Money and Run" which mocks its form by showing scene after scene where it's impossible to justify the presence of a camera crew.

I read somewhere that Fellini made a mockumentary in the 1960s, which has been cited by some as the first mockumentary.  Of course the second sequence in "Citizen Kane" is a rather rigorous (not to mention hilarious to anyone who might recognize all the stock footage from the RKO Vault) mockumentary itself.  And then there's Bunuel's 1932 "Land Without Bread", though I hesitate to call it a full-on mockumentary since it serves as a documentary as well, even if much of it is exaggerated and/or staged.