As a matter of fact both the Bilderberg and Bohemian Grove episodes are documented in the series - a run-down of the episodes is
Ruby Ridge (with a brief account of
Waco),
David Icke,
Oklahoma,
Bilderberg and
Bohemian Grove.
The full title of the book is Them : Adventures with Extremists, and it covers a somewhat wider remit than the TV series, dealing with British religious fundamentalists of the Islamic and Christian varieties, and with the Ku Klux Klan as well as with the events shown in the TV series. The book, and later the TV series, grew out of a series of articles Ronson did for the Guardian newspaper in the UK, which started in much the same light-hearted tone as Louis Theroux's Weird Weekends TV show.
However, the book seems deliberately written to hide the fact that there was a TV crew present at many of the crucial moments documented (talking about people talking 'for the notebook' when they were talking to camera, and claiming actions as having been taken by Ronson when they were taken by a cameraman), which means a certain amount of scepticism must be applied to anything in both the book and the TV show...