The documentary was created using rehearsal footage for his London comeback tour. Jackson died on June 25th due to what the Los Angeles County coroner has said was acute propofol intoxication. Propofol is a powerful anesthetic not typically used outside hospitals.
An investigation into Jackson's death is still ongoing, but the coroner has already labeled it a homicide.
Listen to the song below. To be honest, it sounds very Michael Jackson-ish.