AAccording to Phoenix and various other reports, at least Ben Stiller, P Diddy, Natalie Portman, Edward James Olmos and David Letterman were all "in" on the joke from the very beginning.
AIn an interview with the New York Times on September 16, 2010 (http://www.nytimes.com/2010/09/17/movies/17affleck.html?_r=1), Casey Affleck admitted that the film was fake:"It's a terrific performance, it's the performance of his career," Mr. Affleck said.[...]Virtually none of it was real. Not even the opening shots, supposedly of Mr. Phoenix and his siblings swimming in a water hole in Panama. That, Mr. Affleck said, was actually shot in Hawaii with actors, then run back and forth on top of an old videocassette recording of "Paris, Texas" to degrade the images.[...]"There were multiple takes, these are performances," Mr. Affleck said of unsettling sequences in which Mr. Phoenix appears to snort drugs, consort with hookers, and hunt to the ground an assistant who has betrayed him to the press -- again, mostly actors.