You need to watch the scariest cult documentary on HBO Max ASAP

In the latest episode of Saturday Night Live, four women sing about their favorite way to relax: murder shows. For the last verse of the song, host Nick Jonas interrupts to sing about the only type of show better than murder shows: cult shows.

"Brainwash, sex, and ugly dudes, plus a bit of volleyball," he sings, all while wearing a horrendous ponytail wig and sweatbands.

As it happens, the HBO Max docuseries that inspired Jonas' SNL look and song does in fact contain all four of those things — and so much worse.

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The Vow is a nine-part docuseries on HBO Max depicting the rise and fall of NXIVM, a self-help "empowerment" organization that quickly morphed into something far more sinister leading to the imprisonment of its leader, Keith Raniere.

As The New York Times puts it, Raniere is a cult leader made for the Internet. He grew his hair long, often bragged about holding the world record for highest recorded IQ, and always greeted people by kissing them on the lips. He, alongside his business partner Nancy Salzman, started a program of "Executive Success Programs" that sought to cure people of fears and increase happiness.

At the core, these programs used intense Cognitive Behavior Therapy (CBT) techniques to retrain the brain and form new pathways. But the marketing used in these programs was straight out of a pyramid scheme; aside from the programs, recruitment was the most emphasized area of focus.

That's how filmmaker Mark Vincente got into the program, and how he soon brought actresses Sarah Edmonson and Bonnie Piesse into the fold as well.

The Vow follows these three figures as they remember the joy of attending the first sessions, feeling like they unlocked a secret of life, and then how it slowly went downhill.

First, it was just the pressure from Keith to move to the unofficial NXIVM compound in Albany, New York. Then, it was late-night walks and grueling schedules and long volleyball games until the early hours of the morning. Then, Sarah Edmonson was inducted into what she thought was a secret women-only sect of NVIVM — a sect that was actually a high-control sex cult focused on master/slave dynamics and a branding ceremony.

It's grim, but important.

NXIVM involved everything needed for a thrilling drama, including actors. Smallville actress Allison Mack was one of the founding members of this sect; Bonnie Piesse had a small role in Star Wars: Revenge of the Sith; Dynasty star Catherine Oxenberg is shown in The Vow trying to get her daughter India back from the group's control.

In a world that seems to be so obsessed with cults and films about them, NXIVM showed how truly pervasive they are.

While it's funny to joke about how Keith Raniere looked playing volleyball in a tie-dye shirt, like all cult documentaries, there has to be some perspective used. Real people lost their life savings, their identity, and in some cases their sexual agency because of this group. The Vow is entertaining, yes, but also horrifying ... an embodiment of both the beauty and pain of cult documentaries.

The Vow is streaming on HBO Max.