That movie is so rad. Apparently Tarsem Singh mostly shot it on the sly in between doing other projects that paid the bills. Like Pepsi or whoever would be like "do us an arty commerical" and he'd be like "sure but it has to be done with this specific crew and we need to shoot on location in the salt flats of Tibet" and Pepsi would just be like "uhhh sure". Just did that for two years while smuggling a camera crew and bags of cash around until bam you have enough gorgeous shots to string together into a film about films.

Source - saw a goofy Q&A with a lowly production assistant at a late night screening hosted by Scroobius Pip