Recorded in video interviews, the "Last of the Dictionary Men" tells the personal stories of the 13 remaining first generation Yemenis.
By 1918, the Yemeni community in South Shields had grown to 3,000, as more settlers were encouraged to come to the UK because of labour shortages.
Later, tensions resulted, leading to two race riots in 1919 and 1930.
However, filmmaker Tina Gharvari says the story of the Yemeni settlers in the area is largely a positive one.
Gharvari says the Yemenis successful integration could provide answers to current debates on multi-culturalism.
The idea to profile the Yemenis grew out of research by Ghavari into her film about Muhammad Ali's visit to the area, The King of South Shields.
Her documentary focuses on Muhammad Ali's trip to the town in the late 1970s, at the peak of his boxing career, to help raise money for a local boxing club in South Shields.
During his stay, Ali decided to have his wedding performed at the town's Al-Azhar mosque.
Claire Buyers, director of communications at the Baltic Centre, says she hopes the blend of art and personal history on display at the exhibition will attract visitors from the town's current Muslim community as well as traditional art lovers.