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 suggested collaborating with Keshishian on an HBO special about her Blond Ambition World Tour, which he undertook by traveling to Japan in April 1990. Initially conceived as a traditional concert movie, Keshishian rejected the idea of using pre-existing footage and instead opted for something novel. He perceived the backstage environment as "a Fellini-esque dysfunctional family" and persuaded Madonna to create a film centered on this aspect, incorporating some performances; however, others warned her against overreaching.