SHERMAN'S MARCH, Ross McElwee's wry documentary, had a very successful run at the Biograph last Christmas. This weekend, Washington can see some of McElwee's earlier work when the American Film Institute shows the documentaries Charleen and Backyard. The first is a 1978 portrait of a woman who appeared in "Sherman's March" (she paired McElwee up with a Mormon folksinger) and, in "Backyard," McElwee visits his own family in North Carolina. Both will be shown at the AFI Theater Friday at 6:30, Saturday at 6 and Sunday at 8.

Kenneth Anger, who started life as a West Coast movie kid (he appeared in several as a child, including Max Reinhardt's A Midsummer Night's Dream), and who wrote the gothic Hollywood tell-all book "Hollywood Babylon," made his first movie at age 9 -- Who Has Been Rocking My Dream Boat. Since then, he has made a fascinating series of personal films that deal with sexual and occult themes. While his symbolism is boyishly facile, there's something appealing and eerie about that childlike exposition that makes his work unforgettable. Sidwell Cinema will show four Anger films: Scorpio Rising, Kustom Kar Kommandos, Invocation of My Demon Brother and Lucifer Rising. Showtimes are Friday and Saturday at 9:40, and Sunday at 8:30. Call 537-8135.

At the University of Maryland's Center of Adult Education auditorium Saturday night at 7:30, it's Ernst Lubitsch's Ninotchka. On consecutive Saturday nights, it's Otto Preminger's Laura and, the week after, Joseph L. Manciewicz's All About Eve. The auditorium's at University Boulevard and Adelphi Road, College Park. Admission $3. Call 985-7000.

Free at the Library of Congress Tuesday at 7:30, Howard Hawks' I Was a Male War Bride, with Cary Grant. Wednesday, same time, it's John Huston's The Treasure of the Sierra Madre, with Humphrey Bogart and Walter Huston. The "Sierra" print will be a new one, struck from original materials. Call 287-5677.

Also Tuesday, at Anne Arundel Community College's Pascal Center, Nicholas Ray's In a Lonely Place and Otto Preminger's Where the Sidewalk Ends. Showtime is 7, admission $2. Theater is eight miles north of Annapolis on College Parkway, off Route 2. Call 269-7341.

Next Thursday at 7, free, at the National Archives 5th floor theater, Alfred Hitchcock's The Wrong Man. Call 523-3000.