Jake Tapper is broadening his definition of American impropriety.

The CNN anchor, who last year offered viewers a different side of his reportage with the documentary series, “United States of Scandal,’ will return for a second season starting March 9, still looking at political malfeasance but examining other areas as well.

“Last year we did a lot of D.C. politics and a lot of sex scandals,” Tapper notes during an interview. For the show’s next cycle, “we really tried to expand our aperture and look more widely at the American mosaic of sports and pop culture and business, and I think people will like it.”

“Scandal” is one of several CNN efforts to carry on with documentary programming despite cost pressures. Under Jeff Zucker, who ran CNN for a decade, the network built a new business in non-fiction programming that gave rise to celebrated travelogue programs from Anthony Bourdain...