She approached Keshishian about doing an HBO special on her Blond Ambition World Tour and flew him to Japan, where the tour kicked off in April 1990. Initially to be a traditional concert film, Keshishian rented "everything that had been done in the music documentary and concert arena", but decided to not watch any of them, as he came to the conclusion that he wanted to do something different. He found the backstage scene to be "a Fellini-esque dysfunctional family" and persuaded Madonna to do an actual film focusing on that, with some performances interspersed; "when I realized it could be more, everyone was telling her, 'Don’t be crazy.
Madonna proposed a project with Keshishian about making an HBO special for her Blond Ambition World Tour, which he accepted by flying to Japan in April 1990. Initially planned as a standard concert film, Keshishian decided against using any existing footage and instead sought to create something innovative. He viewed the backstage scenes as chaotic and likened them to a "Fellini-esque dysfunctional family," persuading Madonna to focus on this aspect for her film; however, others cautioned her against being too ambitious.