Are those words still prohibited or self censored on US TV?

Yes, sirree. I think you can get away with #2 piss, and if you don't mind a TV-M (for Mature) rating you can throw in a #1shit, but the rest are still verboten and subject to fines from the Federal Communication Commission. A couple of years ago an actor on Saturday Night Live threw in an accidental #3 fuck when she was doing a character based on her grandmother (who apparently had a mouth like a sailor) and there was a bit of a furor about it (there were some clamoring for the show to be put on a several second delay so the censor could be standing by on the button.

I'm shocked to hear that our proper brothers and sisters across the pond are OK with such colourful language! And what kind of documentaries are you watching?!