Marcel Dzama, Kim Gordon and Tim Kingsbury of Arcade Fire on Their Offbeat Short Film

The Canadian-born artist Marcel Dzama is known for his Dadaist multidisciplinary work—drawings, puppets, dioramas—and his collaborations on standout music videos. He was an art director on "The Suburbs," the inventive Arcade Fire short film, and co-directed the spooky "No One Does It Like You" for Department of Eagles.

His latest art piece, "Une danse des bouffons" ("a jester's dance"), is a 35-minute black-and-white silent film inspired by an ill-fated love affair between Marcel Duchamp and the Brazilian sculptor Maria Martins. (She stayed with her husband, and he responded with the tableau "Étant donnés," his last major artwork.) A surreal, creepy, funny allegory, the film is stuffed with cultural references, including Nigerian mythology, Francis Picabia's painting "Adoration of the Calf" and Busby Berkeley musicals. It stars Kim Gordon of Sonic Youth fame (and an artist in her own right) as Martins, sporting a terrific black bob wig and costumes by Christian Joy, the designer for the Yeah Yeah Yeahs front woman Karen O. (The Belgian model Hannelore Knuts plays another version of Martins.) The otherworldly soundtrack, composed by members of Arcade Fire, will be available on 7-inch vinyl.

Shot over three days in a Brooklyn studio, the work was commissioned for the Toronto Film Festival in 2013, where it was intended as an homage to the filmmaker David Cronenberg. "I thought if I was paying homage to Cronenberg, I would pay homage to Duchamp and Picabia and Joseph Beuys, as many people as I could have—all my heroes," said Dzama, who is now based in Brooklyn and whose work is sought after by institutions like MoMA and the Tate Gallery and collectors such as Brad Pitt and François Pinault.

The film will have its U.S. premiere on Tuesday at David Zwirner in Chelsea. In a joint phone conversation last week, the collaborators Dzama, Gordon and Tim Kingsbury of Arcade Fire discussed the project.

Q. Marcel, how did you land on Kim for the cast? And Kim, how did you prepare?

A. Dzama: I was really nervous to ask Kim. I was telling Spike Jonze, and he was like, "Why don't you just ask her?" I just assumed it would be too much to ask.

Gordon: I was very flattered to be asked. I pretty much just showed up, jetlagged from being on tour in Europe. It's always nice to have something else to go right into after being on tour, because there's always a big letdown after all this activity. The hardest part was actually after I said yes and then Marcel said, "Oh, also a model is doing a part as well, who's young and beautiful." That was slightly intimidating.

Dzama: Don't tell Hannelore this, but I didn't think I would be able to get you for a long enough time. I thought I could have Hannelore as backup.

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