I'm only guessing here but they probably shoot it themselves, a small film unit is set up or hired and this means the studio has total control over what and who are shown in the behind the scenes documentaries you see on DVD's. It's unlikely they would want some outside crew running around a set finding things the studio didn't want their competitors knowing.

That also applies to digging up dirt on the actors, the director, who's sleeping with who etc etc.

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