'She wanted people to know who Dennis Rodman really was.' Marshall reportedly agreed to helm the documentary after being worried about her friend's descent into alcoholism and increasingly unhinged television appearances. 'Penny didn't want to just make a movie about this crazy guy who flew to North Korea,' editor Keita Ideno said. Ultimately, the project ran out of money and Marshall's health deteriorated. According to The Hollywood Reporter, Marshall took over directing duties and shot the documentary 'off and on' between 20, interviewing 'scores' of people in Rodman's orbit.