After traveling the film festival circuit for the last several months, the documentary “Legs: A Big Issue in a Small Town” arrived on Oct. 10 exactly where it began: in Sag Harbor Village, where Larry Rivers’s 16-foot-tall “Legs” still stands — as either an illegal structure or an artistic sculpture, depending on one’s viewpoint — attached to a house at the corner of Madison and Henry Streets, even as it awaits a State Supreme Court decision on its fate.