Submitting Documentaries

If you are working on a documentary for a festival, do you have to have permission for any copyrighted content you use in the film? Does it change from festival to festival because I know Comicon's film festival has a very strict copyright must own policy. The reason I'm asking is because my documentary is about video games, so you'd imagine I need to show a LOT of copyrighted content. Thanks for any help!
 
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